+6,266.4%
BTI vs IONS
+440.4%
+5,826.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.4% | -4.8% | +3.5% | -1.2% |
| 30D | -6.6% | +7.2% | -13.8% | -7.0% |
| 3M | -3.0% | -22.7% | +19.7% | -2.0% |
| 6M | -6.7% | -26.9% | +20.2% | -5.5% |
| YTD | +0.6% | -26.6% | +27.1% | +1.7% |
| 1Y | +5.6% | -2.1% | +7.7% | +5.3% |
| 3Y | +110.3% | +43.4% | +66.9% | +103.7% |
| 5Y | +114.3% | +47.0% | +67.3% | +105.7% |
| 10Y | +67.7% | +97.2% | -29.5% | +56.0% |
| All | +6,266.4% | +440.4% | +5,826.0% | +4,850.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling