+587.4%
IONS vs SNY
+242.6%
+344.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -8.7% | -3.6% | -5.0% | -7.0% |
| 30D | -1.6% | -1.4% | -0.2% | -0.9% |
| 3M | -24.9% | -4.2% | -20.7% | -23.7% |
| 6M | -25.7% | +2.0% | -27.6% | -26.9% |
| YTD | -29.2% | -6.7% | -22.5% | -27.4% |
| 1Y | -13.0% | -4.7% | -8.3% | -12.2% |
| 3Y | +35.9% | -8.1% | +44.1% | +35.4% |
| 5Y | +54.5% | +8.2% | +46.3% | +38.7% |
| 10Y | +93.1% | +64.8% | +28.3% | +38.5% |
| All | +587.4% | +242.6% | +344.8% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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