+13.0%
IONS vs SUI
-26.3%
+39.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -9.4% | +6.2% | -15.6% | -11.3% |
| 30D | -10.7% | +8.6% | -19.3% | -13.4% |
| 3M | -27.7% | +1.0% | -28.7% | -28.1% |
| 6M | -48.7% | -2.6% | -46.1% | -48.5% |
| YTD | -50.2% | -0.1% | -50.0% | -50.5% |
| 1Y | -46.8% | +0.5% | -47.3% | -47.3% |
| 3Y | -14.8% | +15.3% | -30.1% | -21.5% |
| All | +13.0% | -26.3% | +39.3% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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