-58.4%
IONS vs IBN
+12.1%
-70.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.0% | +6.3% |
| 7D | -26.3% | +1.9% | -28.1% | -26.6% |
| 30D | -31.9% | +22.1% | -54.1% | -36.2% |
| 3M | -48.0% | +17.1% | -65.1% | -50.3% |
| 6M | -62.6% | +35.5% | -98.1% | -66.3% |
| YTD | -63.3% | +16.8% | -80.1% | -65.2% |
| 1Y | -58.4% | +12.4% | -70.8% | -59.8% |
| All | -58.4% | +12.1% | -70.5% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling