+151.9%
BTI vs IONS
-18.9%
+170.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.1% |
| 7D | -3.2% | -29.6% | +26.4% | -1.9% |
| 30D | +9.7% | -35.6% | +45.2% | +11.7% |
| 3M | +11.1% | -51.7% | +62.7% | +14.5% |
| 6M | -1.2% | -64.0% | +62.8% | +3.1% |
| YTD | +12.7% | -65.5% | +78.1% | +17.8% |
| 1Y | +15.8% | -62.4% | +78.2% | +20.5% |
| 3Y | +148.9% | -41.1% | +190.0% | +150.1% |
| 5Y | +151.9% | -16.5% | +168.4% | +146.8% |
| All | +151.9% | -18.9% | +170.8% | +146.8% |
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