+290.5%
IONS vs IBN
+1,532.9%
-1,242.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -4.8% | +1.4% | -6.3% | -5.2% |
| 30D | +7.2% | -0.3% | +7.5% | +7.3% |
| 3M | -22.7% | +17.1% | -39.8% | -25.7% |
| 6M | -26.9% | +3.4% | -30.3% | -27.6% |
| YTD | -26.6% | +2.5% | -29.1% | -27.2% |
| 1Y | -2.1% | -4.2% | +2.0% | -1.5% |
| 3Y | +43.4% | +32.4% | +11.0% | +32.2% |
| 5Y | +47.0% | +59.2% | -12.2% | +28.5% |
| 10Y | +97.2% | +345.7% | -248.5% | +25.2% |
| All | +290.5% | +1,532.9% | -1,242.4% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling