+334.8%
SAN vs IONS
+88.4%
+246.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | +3.3% | -5.3% | +8.6% | +4.2% |
| 30D | +1.1% | +0.3% | +0.8% | +0.9% |
| 3M | +22.2% | -22.9% | +45.1% | +26.0% |
| 6M | +36.0% | -23.4% | +59.4% | +40.3% |
| YTD | +28.2% | -28.3% | +56.6% | +33.6% |
| 1Y | +54.1% | -7.0% | +61.2% | +53.6% |
| 3Y | +354.2% | +37.6% | +316.6% | +308.7% |
| 5Y | +387.3% | +53.4% | +333.9% | +319.8% |
| 10Y | +334.8% | +83.9% | +250.9% | +275.6% |
| All | +334.8% | +88.4% | +246.4% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling