+239.1%
SAN vs IONS
-16.4%
+255.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | +4.9% | -9.4% | +14.3% | +5.9% |
| 30D | -13.0% | -10.7% | -2.3% | -12.1% |
| 3M | -18.9% | -27.7% | +8.8% | -16.5% |
| 6M | -4.1% | -48.7% | +44.6% | +1.4% |
| YTD | +2.6% | -50.2% | +52.7% | +8.7% |
| 1Y | +16.9% | -46.8% | +63.7% | +23.1% |
| 3Y | +239.1% | -14.8% | +253.9% | +228.2% |
| All | +239.1% | -16.4% | +255.4% | +228.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling