+473.7%
IONS vs SBAC
+2,208.1%
-1,734.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -4.8% | -0.8% | -4.1% | -4.7% |
| 30D | +7.2% | +6.9% | +0.3% | +5.8% |
| 3M | -22.7% | -8.2% | -14.5% | -21.7% |
| 6M | -26.9% | -1.6% | -25.2% | -27.4% |
| YTD | -26.6% | -0.1% | -26.5% | -27.4% |
| 1Y | -2.1% | -0.5% | -1.7% | -3.3% |
| 3Y | +43.4% | -9.1% | +52.5% | +42.4% |
| 5Y | +47.0% | -43.8% | +90.8% | +58.9% |
| 10Y | +97.2% | +80.5% | +16.7% | +70.0% |
| All | +473.7% | +2,208.1% | -1,734.4% | +226.8% |
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 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