+222.9%
SAP vs IONS
-5.7%
+228.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.4% | +23.1% | +4.3% |
| 7D | +1.6% | -24.8% | +26.5% | +4.8% |
| 30D | +10.5% | -31.5% | +42.1% | +15.2% |
| 3M | +15.2% | -45.2% | +60.4% | +23.1% |
| 6M | +36.7% | -59.1% | +95.7% | +50.5% |
| YTD | -0.6% | -60.8% | +60.3% | +9.8% |
| 1Y | -4.1% | -57.9% | +53.7% | +4.6% |
| 3Y | +73.2% | -34.5% | +107.7% | +72.5% |
| 5Y | +74.1% | -8.8% | +82.9% | +61.2% |
| 10Y | +222.9% | -19.2% | +242.2% | +213.7% |
| All | +222.9% | -5.7% | +228.6% | +213.7% |
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