-11.4%
IONS vs SBAC
-39.6%
+28.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.1% |
| 7D | -26.3% | +0.6% | -26.9% | -26.4% |
| 30D | -31.9% | +5.5% | -37.4% | -32.8% |
| 3M | -48.0% | +3.1% | -51.1% | -48.5% |
| 6M | -62.6% | -7.0% | -55.5% | -62.1% |
| YTD | -63.3% | +0.5% | -63.8% | -63.9% |
| 1Y | -58.4% | +0.2% | -58.6% | -59.1% |
| 3Y | -38.2% | -7.4% | -30.9% | -39.4% |
| All | -11.4% | -39.6% | +28.3% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling