+75.1%
SAP vs IONS
-16.4%
+91.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.2% |
| 7D | -0.7% | -9.4% | +8.8% | -0.2% |
| 30D | +11.1% | -10.7% | +21.8% | +11.7% |
| 3M | +17.0% | -27.7% | +44.7% | +18.6% |
| 6M | +34.8% | -48.7% | +83.5% | +38.8% |
| YTD | -2.2% | -50.2% | +47.9% | +0.6% |
| 1Y | -6.4% | -46.8% | +40.4% | -4.4% |
| 3Y | +75.1% | -14.8% | +90.0% | +63.9% |
| All | +75.1% | -16.4% | +91.5% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling