-38.7%
BTDR vs IONS
-24.8%
-13.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -3.6% | -9.2% | -12.0% |
| 7D | +15.4% | -29.6% | +45.1% | +23.0% |
| 30D | -33.4% | -35.6% | +2.1% | -27.4% |
| 3M | -32.0% | -51.7% | +19.6% | -21.3% |
| 6M | -52.2% | -64.0% | +11.8% | -42.3% |
| YTD | -45.3% | -65.5% | +20.2% | -33.2% |
| 1Y | -56.0% | -62.4% | +6.4% | -47.3% |
| 3Y | +54.4% | -41.1% | +95.5% | +56.4% |
| 5Y | -38.5% | -16.5% | -22.1% | -38.1% |
| All | -38.7% | -24.8% | -13.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling