+229.3%
SAP vs IONS
-29.6%
+258.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.5% | -29.4% | +27.0% | +1.3% |
| 30D | +7.5% | -35.1% | +42.6% | +12.7% |
| 3M | +11.6% | -48.9% | +60.5% | +20.4% |
| 6M | +37.6% | -62.4% | +100.0% | +53.2% |
| YTD | -2.0% | -64.2% | +62.2% | +9.5% |
| 1Y | -6.4% | -60.9% | +54.5% | +3.1% |
| 3Y | +67.7% | -38.9% | +106.6% | +68.2% |
| 5Y | +75.7% | -15.6% | +91.3% | +63.9% |
| 10Y | +229.3% | -33.5% | +262.8% | +218.1% |
| All | +229.3% | -29.6% | +258.9% | +218.1% |
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 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