-31.2%
IONS vs IBN
+364.2%
-395.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.2% | -10.3% | -9.4% |
| 7D | -30.3% | +15.8% | -46.0% | -32.8% |
| 30D | -37.7% | +25.1% | -62.8% | -41.2% |
| 3M | -50.5% | +16.0% | -66.4% | -52.4% |
| 6M | -62.8% | +32.8% | -95.5% | -65.4% |
| YTD | -64.4% | +18.0% | -82.4% | -65.9% |
| 1Y | -59.5% | +15.9% | -75.4% | -61.1% |
| 3Y | -39.2% | +57.6% | -96.8% | -46.2% |
| 5Y | -15.3% | +74.7% | -90.0% | -27.4% |
| 10Y | -31.2% | +373.9% | -405.1% | -49.6% |
| All | -31.2% | +364.2% | -395.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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