+289.3%
IONS vs SBAC
+2,207.9%
-1,918.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | -9.4% | +1.2% | -10.6% | -9.7% |
| 30D | -10.7% | +11.2% | -21.9% | -12.6% |
| 3M | -27.7% | +4.5% | -32.1% | -28.4% |
| 6M | -48.7% | -12.2% | -36.5% | -47.7% |
| YTD | -50.2% | -0.1% | -50.0% | -50.8% |
| 1Y | -46.8% | -0.3% | -46.5% | -47.5% |
| 3Y | -14.8% | -8.7% | -6.1% | -15.5% |
| 5Y | +17.0% | -40.2% | +57.2% | +24.9% |
| 10Y | +45.3% | +97.3% | -52.0% | +23.2% |
| All | +289.3% | +2,207.9% | -1,918.6% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling