-38.8%
IONS vs BTG
+164.8%
-203.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.5% |
| 7D | -26.3% | -9.1% | -17.2% | -25.8% |
| 30D | -31.9% | -1.6% | -30.3% | -32.0% |
| 3M | -48.0% | -2.8% | -45.2% | -48.0% |
| 6M | -62.6% | -7.6% | -54.9% | -62.6% |
| YTD | -63.3% | +10.2% | -73.5% | -63.9% |
| 1Y | -58.4% | +21.3% | -79.6% | -59.5% |
| 3Y | -38.2% | +82.7% | -120.9% | -42.1% |
| 5Y | -11.1% | +30.8% | -41.9% | -15.6% |
| All | -38.8% | +164.8% | -203.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling