+54.5%
IONS vs BTG
+75.0%
-20.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | -8.7% | +2.4% | -11.1% | -9.0% |
| 30D | -1.6% | +9.5% | -11.1% | -2.9% |
| 3M | -24.9% | +38.5% | -63.4% | -28.4% |
| 6M | -25.7% | +5.6% | -31.3% | -26.9% |
| YTD | -29.2% | +23.9% | -53.1% | -32.2% |
| 1Y | -13.0% | +32.1% | -45.1% | -17.9% |
| 3Y | +35.9% | +103.2% | -67.3% | +19.1% |
| 5Y | +54.5% | +79.7% | -25.2% | +39.0% |
| All | +54.5% | +75.0% | -20.5% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling