+108.4%
IONS vs IBN
+1,756.6%
-1,648.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.7% | -23.0% | -21.8% |
| 7D | -24.8% | +14.6% | -39.4% | -27.5% |
| 30D | -31.5% | +23.5% | -55.1% | -35.2% |
| 3M | -45.2% | +14.0% | -59.2% | -47.1% |
| 6M | -59.1% | +31.1% | -90.2% | -61.9% |
| YTD | -60.8% | +16.6% | -77.4% | -62.5% |
| 1Y | -57.9% | +14.9% | -72.8% | -59.5% |
| 3Y | -34.5% | +56.9% | -91.4% | -42.2% |
| 5Y | -8.8% | +69.7% | -78.5% | -21.5% |
| 10Y | -19.2% | +365.4% | -384.6% | -49.5% |
| All | +108.4% | +1,756.6% | -1,648.2% | -23.3% |
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