+680.0%
BX vs IONS
-29.6%
+709.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -2.8% | -29.4% | +26.6% | +3.4% |
| 30D | +7.3% | -35.1% | +42.4% | +16.1% |
| 3M | -16.3% | -48.9% | +32.6% | -5.1% |
| 6M | +2.5% | -62.4% | +64.9% | +22.2% |
| YTD | -17.6% | -64.2% | +46.6% | -1.0% |
| 1Y | -12.4% | -60.9% | +48.5% | +3.0% |
| 3Y | +36.2% | -38.9% | +75.1% | +38.1% |
| 5Y | +3.0% | -15.6% | +18.6% | -5.8% |
| 10Y | +680.0% | -33.5% | +713.5% | +637.7% |
| All | +680.0% | -29.6% | +709.6% | +637.7% |
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