+127.0%
IONS vs BG
+937.2%
-810.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -29.6% | +1.5% | -31.1% | -29.9% |
| 30D | -35.6% | -7.0% | -28.5% | -34.6% |
| 3M | -51.7% | -10.0% | -41.7% | -50.8% |
| 6M | -64.0% | -19.8% | -44.2% | -62.5% |
| YTD | -65.5% | +14.3% | -79.8% | -66.9% |
| 1Y | -62.4% | +6.5% | -68.9% | -63.4% |
| 3Y | -41.1% | +4.4% | -45.5% | -43.5% |
| 5Y | -16.5% | +20.2% | -36.7% | -24.1% |
| 10Y | -35.8% | +108.5% | -144.4% | -51.6% |
| All | +127.0% | +937.2% | -810.2% | +46.6% |
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 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