+255.9%
IONS vs BUD
+201.1%
+54.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -4.8% | +0.3% | -5.1% | -5.0% |
| 30D | +7.2% | -5.7% | +12.9% | +9.2% |
| 3M | -22.7% | +3.1% | -25.8% | -23.9% |
| 6M | -26.9% | +7.9% | -34.8% | -29.4% |
| YTD | -26.6% | +27.3% | -53.9% | -33.2% |
| 1Y | -2.1% | +37.8% | -39.9% | -13.5% |
| 3Y | +43.4% | +49.8% | -6.4% | +20.1% |
| 5Y | +47.0% | +43.8% | +3.2% | +22.6% |
| 10Y | +97.2% | -22.6% | +119.8% | +100.8% |
| All | +255.9% | +201.1% | +54.9% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling