+83.9%
IONS vs SBAC
+76.8%
+7.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | +0.3% | +3.2% | -3.0% | -0.7% |
| 3M | -22.9% | -5.1% | -17.8% | -22.2% |
| 6M | -23.4% | -2.1% | -21.3% | -24.1% |
| YTD | -28.3% | -0.5% | -27.8% | -29.5% |
| 1Y | -7.0% | +1.1% | -8.2% | -9.1% |
| 3Y | +37.6% | -7.4% | +45.0% | +34.7% |
| 5Y | +53.4% | -44.3% | +97.7% | +77.0% |
| 10Y | +83.9% | +77.6% | +6.4% | +112.9% |
| All | +83.9% | +76.8% | +7.2% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling