+426.2%
BTSG vs IONS
+7.4%
+418.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -6.0% | -6.5% |
| 7D | -5.8% | -4.3% | -1.5% | -5.1% |
| 30D | 0.0% | +0.4% | -0.4% | -0.3% |
| 3M | -4.5% | -24.1% | +19.6% | -1.4% |
| 6M | +40.0% | -26.4% | +66.5% | +45.3% |
| YTD | +54.6% | -29.7% | +84.2% | +61.5% |
| 1Y | +106.1% | -13.0% | +119.2% | +107.0% |
| All | +426.2% | +7.4% | +418.7% | +358.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling