-13.0%
IONS vs BG
+52.8%
-65.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | -4.3% | +3.7% | -8.0% | -4.5% |
| 30D | +0.4% | +12.3% | -11.9% | -0.4% |
| 3M | -24.1% | -2.2% | -21.9% | -24.2% |
| 6M | -26.4% | +5.3% | -31.8% | -27.2% |
| YTD | -29.7% | +42.4% | -72.1% | -32.5% |
| 1Y | -13.0% | +55.2% | -68.2% | -17.6% |
| All | -13.0% | +52.8% | -65.8% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling