+626.1%
IONS vs BNS
+1,492.9%
-866.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | -4.8% | +1.5% | -6.4% | -5.6% |
| 30D | +7.2% | +6.0% | +1.2% | +4.0% |
| 3M | -22.7% | +16.3% | -39.0% | -28.8% |
| 6M | -26.9% | +28.8% | -55.6% | -36.2% |
| YTD | -26.6% | +30.0% | -56.5% | -36.4% |
| 1Y | -2.1% | +50.7% | -52.8% | -21.4% |
| 3Y | +43.4% | +125.4% | -82.0% | -7.2% |
| 5Y | +47.0% | +94.2% | -47.2% | +0.9% |
| 10Y | +97.2% | +182.8% | -85.6% | +6.6% |
| All | +626.1% | +1,492.9% | -866.8% | +29.1% |
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