-42.5%
IONS vs BUD
-3.2%
-39.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -29.6% | -1.6% | -28.0% | -29.4% |
| 30D | -35.6% | +6.7% | -42.2% | -36.8% |
| 3M | -51.7% | +5.9% | -57.6% | -52.7% |
| 6M | -64.0% | +5.1% | -69.0% | -64.8% |
| YTD | -65.5% | +32.9% | -98.4% | -68.5% |
| 1Y | -62.4% | +31.8% | -94.2% | -65.7% |
| 3Y | -41.1% | +47.4% | -88.5% | -48.7% |
| 5Y | -16.5% | +50.8% | -67.3% | -28.9% |
| All | -42.5% | -3.2% | -39.3% | -48.8% |
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