+15.2%
IONS vs SUI
-25.7%
+40.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.6% |
| 7D | -12.6% | +8.8% | -21.4% | -15.1% |
| 30D | -11.8% | +8.9% | -20.8% | -14.6% |
| 3M | -28.4% | +2.0% | -30.4% | -29.0% |
| 6M | -48.4% | -0.6% | -47.8% | -48.5% |
| YTD | -51.0% | +1.3% | -52.3% | -51.5% |
| 1Y | -48.0% | +1.3% | -49.3% | -48.6% |
| 3Y | -17.8% | +16.3% | -34.1% | -24.3% |
| 5Y | +15.2% | -25.1% | +40.2% | +34.0% |
| All | +15.2% | -25.7% | +40.8% | +34.0% |
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