+269.8%
SAN vs IONS
+17.1%
+252.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | +4.9% | -9.4% | +14.3% | +6.2% |
| 30D | -13.0% | -10.7% | -2.3% | -11.8% |
| 3M | -18.9% | -27.7% | +8.8% | -15.6% |
| 6M | -4.1% | -48.7% | +44.6% | +3.4% |
| YTD | +2.6% | -50.2% | +52.7% | +11.0% |
| 1Y | +16.9% | -46.8% | +63.7% | +25.3% |
| 3Y | +239.1% | -14.8% | +253.9% | +228.2% |
| All | +269.8% | +17.1% | +252.7% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling