+85.4%
IONS vs BG
+171.4%
-86.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -4.3% | +3.7% | -8.0% | -5.0% |
| 30D | +0.4% | +12.3% | -11.9% | -1.9% |
| 3M | -24.1% | -2.2% | -21.9% | -24.0% |
| 6M | -26.4% | +5.3% | -31.8% | -27.6% |
| YTD | -29.7% | +42.4% | -72.1% | -34.9% |
| 1Y | -13.0% | +55.2% | -68.2% | -21.1% |
| 3Y | +35.0% | +21.0% | +14.1% | +27.3% |
| 5Y | +54.2% | +87.1% | -32.9% | +28.2% |
| All | +85.4% | +171.4% | -86.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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