-16.5%
IONS vs SUI
-27.8%
+11.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -29.6% | -3.8% | -25.8% | -28.7% |
| 30D | -35.6% | +3.9% | -39.5% | -36.6% |
| 3M | -51.7% | +0.2% | -51.9% | -51.8% |
| 6M | -64.0% | -4.2% | -59.8% | -63.6% |
| YTD | -65.5% | -2.5% | -62.9% | -65.5% |
| 1Y | -62.4% | -4.0% | -58.4% | -62.2% |
| 3Y | -41.1% | +16.5% | -57.6% | -45.9% |
| 5Y | -16.5% | -27.2% | +10.8% | -3.3% |
| All | -16.5% | -27.8% | +11.3% | -3.3% |
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