+246.2%
BURL vs IONS
+15.4%
+230.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.4% | -2.4% |
| 7D | +3.5% | -12.6% | +16.1% | +5.5% |
| 30D | -9.3% | -11.8% | +2.5% | -7.6% |
| 3M | -32.1% | -28.4% | -3.7% | -28.8% |
| 6M | -19.8% | -48.4% | +28.6% | -12.6% |
| YTD | -13.2% | -51.0% | +37.8% | -4.9% |
| 1Y | -7.8% | -48.0% | +40.2% | -0.2% |
| 3Y | +89.3% | -17.8% | +107.1% | +84.2% |
| 5Y | -15.8% | +15.2% | -31.0% | -24.5% |
| All | +246.2% | +15.4% | +230.8% | +239.0% |
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