+811.2%
IONS vs SUI
+4,037.5%
-3,226.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -4.8% | -2.8% | -2.0% | -3.6% |
| 30D | +7.2% | -1.2% | +8.4% | +7.7% |
| 3M | -22.7% | -1.7% | -20.9% | -22.2% |
| 6M | -26.9% | -10.5% | -16.4% | -23.5% |
| YTD | -26.6% | -1.8% | -24.7% | -26.5% |
| 1Y | -2.1% | -4.1% | +2.0% | -1.0% |
| 3Y | +43.4% | +11.3% | +32.2% | +32.6% |
| 5Y | +47.0% | -32.1% | +79.1% | +66.1% |
| 10Y | +97.2% | +110.4% | -13.3% | +25.3% |
| All | +811.2% | +4,037.5% | -3,226.3% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling