-38.8%
IONS vs IBN
+385.6%
-424.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.0% | +6.3% |
| 7D | -26.3% | +1.9% | -28.1% | -26.7% |
| 30D | -31.9% | +22.1% | -54.1% | -35.4% |
| 3M | -48.0% | +17.1% | -65.1% | -50.1% |
| 6M | -62.6% | +35.5% | -98.1% | -65.4% |
| YTD | -63.3% | +16.8% | -80.1% | -64.8% |
| 1Y | -58.4% | +12.4% | -70.8% | -59.8% |
| 3Y | -38.2% | +58.0% | -96.3% | -45.5% |
| 5Y | -11.1% | +73.7% | -84.8% | -23.9% |
| All | -38.8% | +385.6% | -424.4% | -57.2% |
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