-4.1%
SAP vs IONS
-55.7%
+51.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.4% | +23.1% | +0.4% |
| 7D | +1.6% | -24.8% | +26.5% | +0.1% |
| 30D | +10.5% | -31.5% | +42.1% | +8.4% |
| 3M | +15.2% | -45.2% | +60.4% | +11.0% |
| 6M | +36.7% | -59.1% | +95.7% | +30.3% |
| YTD | -0.6% | -60.8% | +60.3% | -6.8% |
| All | -4.1% | -55.7% | +51.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling