+263.2%
IONS vs BNS
+1,485.2%
-1,222.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.5% |
| 7D | -26.3% | +0.9% | -27.2% | -26.8% |
| 30D | -31.9% | +2.8% | -34.7% | -33.0% |
| 3M | -48.0% | +3.0% | -51.0% | -49.0% |
| 6M | -62.6% | +23.3% | -85.8% | -66.7% |
| YTD | -63.3% | +29.3% | -92.6% | -68.2% |
| 1Y | -58.4% | +41.7% | -100.1% | -65.6% |
| 3Y | -38.2% | +147.7% | -186.0% | -62.0% |
| 5Y | -11.1% | +79.4% | -90.5% | -36.6% |
| 10Y | -31.7% | +188.5% | -220.2% | -63.5% |
| All | +263.2% | +1,485.2% | -1,222.0% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling