+347.1%
IONS vs BRKR
+172.5%
+174.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | -6.7% | -8.7% | +2.0% | -4.6% |
| 30D | -4.1% | -9.9% | +5.7% | -1.9% |
| 3M | -26.6% | -3.1% | -23.5% | -27.6% |
| 6M | -27.5% | +45.5% | -73.0% | -36.3% |
| YTD | -31.5% | +13.7% | -45.2% | -36.2% |
| 1Y | -15.3% | +67.4% | -82.8% | -29.1% |
| 3Y | +31.3% | -13.2% | +44.5% | +25.1% |
| 5Y | +50.2% | -39.5% | +89.7% | +54.3% |
| 10Y | +86.9% | +153.5% | -66.6% | +32.5% |
| All | +347.1% | +172.5% | +174.6% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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