+216.9%
BURL vs IONS
+96.6%
+120.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -2.8% | -4.8% | +2.1% | -2.1% |
| 30D | -28.2% | +7.2% | -35.4% | -29.0% |
| 3M | -17.6% | -22.7% | +5.1% | -15.2% |
| 6M | -11.8% | -26.9% | +15.1% | -8.6% |
| YTD | -8.1% | -26.6% | +18.4% | -5.0% |
| 1Y | -12.0% | -2.1% | -9.8% | -13.4% |
| 3Y | +63.3% | +43.4% | +19.9% | +45.4% |
| 5Y | -10.8% | +47.0% | -57.8% | -22.8% |
| All | +216.9% | +96.6% | +120.3% | +152.1% |
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 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