+260.2%
SAN vs IONS
-27.6%
+287.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.1% | +9.9% | +2.2% |
| 7D | +10.8% | -30.3% | +41.0% | +16.2% |
| 30D | -5.7% | -37.7% | +32.0% | +0.6% |
| 3M | -13.4% | -50.5% | +37.1% | -4.3% |
| 6M | +3.5% | -62.8% | +66.3% | +18.8% |
| YTD | +9.7% | -64.4% | +74.1% | +26.7% |
| 1Y | +20.9% | -59.5% | +80.3% | +36.4% |
| 3Y | +254.3% | -39.2% | +293.5% | +259.8% |
| 5Y | +304.2% | -15.3% | +319.6% | +274.7% |
| 10Y | +260.2% | -31.2% | +291.4% | +242.7% |
| All | +260.2% | -27.6% | +287.9% | +242.7% |
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