-35.6%
BTDR vs IONS
-16.3%
-19.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.1% | +6.0% | -1.0% |
| 7D | -7.4% | -30.3% | +22.9% | -0.7% |
| 30D | -33.4% | -37.7% | +4.3% | -26.5% |
| 3M | -26.3% | -50.5% | +24.2% | -14.6% |
| 6M | -52.4% | -62.8% | +10.4% | -42.5% |
| YTD | -42.8% | -64.4% | +21.5% | -30.1% |
| 1Y | -63.7% | -59.5% | -4.2% | -57.1% |
| 3Y | +61.5% | -39.2% | +100.7% | +61.8% |
| 5Y | -35.6% | -15.3% | -20.3% | -35.8% |
| All | -35.6% | -16.3% | -19.3% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling