+1.1%
BX vs IONS
-11.1%
+12.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -21.4% | +25.2% | +7.7% |
| 7D | +3.3% | -24.8% | +28.1% | +8.1% |
| 30D | +9.6% | -31.5% | +41.1% | +16.7% |
| 3M | -8.7% | -45.2% | +36.5% | +1.3% |
| 6M | +2.2% | -59.1% | +61.3% | +18.3% |
| YTD | -16.2% | -60.8% | +44.6% | -2.4% |
| 1Y | -11.5% | -57.9% | +46.4% | +1.2% |
| 3Y | +41.0% | -34.5% | +75.5% | +37.5% |
| 5Y | +1.1% | -8.8% | +9.9% | -13.3% |
| All | +1.1% | -11.1% | +12.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling