+55.2%
IONS vs BNS
+91.0%
-35.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -8.7% | -1.3% | -7.4% | -8.3% |
| 30D | -1.6% | +4.0% | -5.6% | -3.1% |
| 3M | -24.9% | +13.8% | -38.7% | -28.8% |
| 6M | -25.7% | +32.7% | -58.3% | -33.9% |
| YTD | -29.2% | +27.6% | -56.8% | -36.1% |
| 1Y | -13.0% | +47.4% | -60.4% | -26.0% |
| 3Y | +35.9% | +129.0% | -93.0% | -5.0% |
| All | +55.2% | +91.0% | -35.8% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling