+236.6%
SAP vs IONS
-32.1%
+268.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.4% |
| 7D | +0.6% | -26.3% | +26.9% | +4.0% |
| 30D | +6.5% | -31.9% | +38.5% | +11.2% |
| 3M | +12.2% | -48.0% | +60.2% | +20.9% |
| 6M | +46.1% | -62.6% | +108.6% | +63.0% |
| YTD | -1.6% | -63.3% | +61.6% | +9.7% |
| 1Y | -5.1% | -58.4% | +53.3% | +3.8% |
| 3Y | +68.4% | -38.2% | +106.6% | +68.7% |
| 5Y | +79.4% | -11.1% | +90.5% | +65.9% |
| All | +236.6% | -32.1% | +268.7% | +220.2% |
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 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