+64.2%
BURL vs IONS
+43.7%
+20.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -2.8% | -4.8% | +2.1% | -2.4% |
| 30D | -28.2% | +7.2% | -35.4% | -28.6% |
| 3M | -17.6% | -22.7% | +5.1% | -16.3% |
| 6M | -11.8% | -26.9% | +15.1% | -10.0% |
| YTD | -8.1% | -26.6% | +18.4% | -6.4% |
| 1Y | -12.0% | -2.1% | -9.8% | -13.6% |
| All | +64.2% | +43.7% | +20.4% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling