+3.1%
BTI vs IONS
-13.5%
+16.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.0% |
| 7D | -2.0% | -4.3% | +2.3% | -1.9% |
| 30D | -3.4% | +0.4% | -3.8% | -3.5% |
| 3M | -9.0% | -24.1% | +15.1% | -7.9% |
| 6M | -5.0% | -26.4% | +21.4% | -3.8% |
| YTD | -0.3% | -29.7% | +29.3% | +1.4% |
| 1Y | +3.1% | -13.0% | +16.2% | +4.2% |
| All | +3.1% | -13.5% | +16.6% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling