+61.5%
BTDR vs IONS
-40.7%
+102.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.1% | +6.0% | +0.3% |
| 7D | -7.4% | -30.3% | +22.9% | +4.3% |
| 30D | -33.4% | -37.7% | +4.3% | -21.3% |
| 3M | -26.3% | -50.5% | +24.2% | -5.0% |
| 6M | -52.4% | -62.8% | +10.4% | -34.2% |
| YTD | -42.8% | -64.4% | +21.5% | -19.2% |
| 1Y | -63.7% | -59.5% | -4.2% | -52.1% |
| 3Y | +61.5% | -39.2% | +100.7% | +43.5% |
| All | +61.5% | -40.7% | +102.2% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling