+2,052.0%
SAN vs IONS
+440.4%
+1,611.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.8% | -4.8% | +6.6% | +2.4% |
| 30D | +2.0% | +7.2% | -5.2% | +1.0% |
| 3M | +19.7% | -22.7% | +42.4% | +22.7% |
| 6M | +30.6% | -26.9% | +57.5% | +34.8% |
| YTD | +28.8% | -26.6% | +55.4% | +32.8% |
| 1Y | +57.8% | -2.1% | +59.9% | +56.5% |
| 3Y | +338.1% | +43.4% | +294.7% | +304.3% |
| 5Y | +384.2% | +47.0% | +337.2% | +338.0% |
| 10Y | +353.1% | +97.2% | +256.0% | +277.0% |
| All | +2,052.0% | +440.4% | +1,611.6% | +1,085.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling