-11.4%
IONS vs SUI
-26.4%
+15.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +6.1% |
| 7D | -26.3% | -1.5% | -24.8% | -25.9% |
| 30D | -31.9% | +3.7% | -35.7% | -33.0% |
| 3M | -48.0% | -0.4% | -47.6% | -48.0% |
| 6M | -62.6% | -2.8% | -59.8% | -62.3% |
| YTD | -63.3% | -1.6% | -61.7% | -63.3% |
| 1Y | -58.4% | -2.1% | -56.3% | -58.4% |
| 3Y | -38.2% | +18.5% | -56.7% | -43.6% |
| All | -11.4% | -26.4% | +15.1% | +1.8% |
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