+635.8%
BX vs IONS
-32.1%
+667.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | +0.1% |
| 7D | +0.6% | -26.3% | +26.9% | +6.0% |
| 30D | +14.2% | -31.9% | +46.2% | +22.3% |
| 3M | -18.7% | -48.0% | +29.2% | -8.3% |
| 6M | +2.5% | -62.6% | +65.0% | +22.2% |
| YTD | -18.8% | -63.3% | +44.5% | -3.1% |
| 1Y | -10.3% | -58.4% | +48.1% | +4.0% |
| 3Y | +35.4% | -38.2% | +73.6% | +37.0% |
| 5Y | +0.3% | -11.1% | +11.4% | -9.2% |
| All | +635.8% | -32.1% | +667.9% | +608.3% |
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