+35.7%
IONS vs BNS
+127.2%
-91.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -8.7% | -1.3% | -7.4% | -8.3% |
| 30D | -1.6% | +4.0% | -5.6% | -2.9% |
| 3M | -24.9% | +13.8% | -38.7% | -28.4% |
| 6M | -25.7% | +32.7% | -58.3% | -33.4% |
| YTD | -29.2% | +27.6% | -56.8% | -35.7% |
| 1Y | -13.0% | +47.4% | -60.4% | -25.5% |
| All | +35.7% | +127.2% | -91.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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