+35.7%
IONS vs BG
+19.0%
+16.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -8.7% | +0.5% | -9.2% | -8.7% |
| 30D | -1.6% | +10.3% | -11.9% | -2.3% |
| 3M | -24.9% | -1.9% | -23.0% | -24.9% |
| 6M | -25.7% | +5.2% | -30.9% | -26.2% |
| YTD | -29.2% | +41.2% | -70.3% | -31.4% |
| 1Y | -13.0% | +50.5% | -63.5% | -16.3% |
| All | +35.7% | +19.0% | +16.6% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling