-31.2%
IONS vs SBAC
+103.9%
-135.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.6% | -9.6% | -9.2% |
| 7D | -30.3% | +3.6% | -33.9% | -31.0% |
| 30D | -37.7% | +4.9% | -42.6% | -38.7% |
| 3M | -50.5% | +6.5% | -57.0% | -51.5% |
| 6M | -62.8% | -11.1% | -51.6% | -61.8% |
| YTD | -64.4% | +0.9% | -65.3% | -65.2% |
| 1Y | -59.5% | -1.6% | -57.9% | -60.1% |
| 3Y | -39.2% | -7.0% | -32.2% | -40.7% |
| 5Y | -15.3% | -39.2% | +23.9% | -4.3% |
| 10Y | -31.2% | +111.4% | -142.5% | -34.8% |
| All | -31.2% | +103.9% | -135.0% | -34.8% |
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