+22.7%
IONS vs BUD
-9.0%
+31.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -9.4% | +4.5% | -13.9% | -10.5% |
| 30D | -10.7% | +12.5% | -23.3% | -13.4% |
| 3M | -27.7% | 0.0% | -27.6% | -27.9% |
| 6M | -48.7% | +3.8% | -52.5% | -49.5% |
| YTD | -50.2% | +33.1% | -83.2% | -54.2% |
| 1Y | -46.8% | +35.5% | -82.3% | -51.3% |
| 3Y | -14.8% | +49.4% | -64.2% | -25.3% |
| 5Y | +17.0% | +48.0% | -31.0% | +1.4% |
| All | +22.7% | -9.0% | +31.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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