+309.7%
IONS vs BTG
+392.0%
-82.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -4.8% | -0.9% | -4.0% | -4.8% |
| 30D | +7.2% | +36.8% | -29.6% | +5.3% |
| 3M | -22.7% | +23.1% | -45.8% | -23.7% |
| 6M | -26.9% | +3.5% | -30.4% | -27.3% |
| YTD | -26.6% | +25.5% | -52.1% | -27.9% |
| 1Y | -2.1% | +40.1% | -42.2% | -4.5% |
| 3Y | +43.4% | +101.1% | -57.7% | +36.6% |
| 5Y | +47.0% | +70.6% | -23.6% | +40.4% |
| 10Y | +97.2% | +152.1% | -54.9% | +82.9% |
| All | +309.7% | +392.0% | -82.3% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling