+114.5%
BTI vs IONS
+52.5%
+61.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.4% | -8.7% | +6.2% | -2.0% |
| 30D | -4.8% | -1.6% | -3.2% | -4.7% |
| 3M | -8.1% | -24.9% | +16.8% | -7.1% |
| 6M | -4.2% | -25.7% | +21.5% | -3.1% |
| YTD | -1.3% | -29.2% | +27.9% | +0.1% |
| 1Y | +2.1% | -13.0% | +15.1% | +2.4% |
| 3Y | +108.9% | +35.9% | +73.0% | +101.7% |
| 5Y | +114.5% | +54.5% | +60.0% | +102.5% |
| All | +114.5% | +52.5% | +61.9% | +102.5% |
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 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