+37.7%
IONS vs SARO
-22.5%
+60.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | -6.7% | -3.1% | -3.6% | -6.1% |
| 30D | -4.1% | -12.2% | +8.1% | -1.5% |
| 3M | -26.6% | -7.4% | -19.2% | -25.7% |
| 6M | -27.5% | -15.3% | -12.3% | -25.5% |
| YTD | -31.5% | -16.2% | -15.3% | -29.5% |
| 1Y | -15.3% | -12.1% | -3.2% | -13.9% |
| All | +37.7% | -22.5% | +60.1% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling