+382.9%
IONS vs BG
+1,131.5%
-748.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -4.8% | +2.8% | -7.6% | -5.4% |
| 30D | +7.2% | +12.0% | -4.8% | +4.4% |
| 3M | -22.7% | -7.7% | -15.0% | -21.5% |
| 6M | -26.9% | +4.5% | -31.4% | -28.1% |
| YTD | -26.6% | +35.7% | -62.3% | -32.1% |
| 1Y | -2.1% | +50.1% | -52.2% | -11.8% |
| 3Y | +43.4% | +12.6% | +30.8% | +35.9% |
| 5Y | +47.0% | +75.4% | -28.4% | +22.6% |
| 10Y | +97.2% | +150.5% | -53.3% | +42.8% |
| All | +382.9% | +1,131.5% | -748.6% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling