+165.0%
IONS vs IBN
+1,726.4%
-1,561.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.6% |
| 7D | -9.4% | +15.1% | -24.5% | -12.6% |
| 30D | -10.7% | +21.6% | -32.4% | -15.1% |
| 3M | -27.7% | +11.2% | -38.8% | -29.7% |
| 6M | -48.7% | +27.8% | -76.5% | -51.9% |
| YTD | -50.2% | +14.7% | -64.8% | -52.0% |
| 1Y | -46.8% | +14.4% | -61.2% | -48.8% |
| 3Y | -14.8% | +52.1% | -66.9% | -24.3% |
| 5Y | +17.0% | +70.7% | -53.7% | +0.7% |
| 10Y | +45.3% | +385.5% | -340.2% | -9.6% |
| All | +165.0% | +1,726.4% | -1,561.4% | -1.9% |
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