+41.3%
IONS vs SARO
-23.7%
+65.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | -4.3% | -4.0% | -0.2% | -3.4% |
| 30D | +0.4% | -16.1% | +16.5% | +4.1% |
| 3M | -24.1% | -4.5% | -19.6% | -23.7% |
| 6M | -26.4% | -17.0% | -9.4% | -24.0% |
| YTD | -29.7% | -17.5% | -12.1% | -27.3% |
| 1Y | -13.0% | -12.3% | -0.8% | -11.6% |
| All | +41.3% | -23.7% | +65.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 3y: compounded portfolio wealth divided by compounded SARO 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…
3y analysis · Full analysis span regression · 6 months rolling