+70.8%
SAP vs IONS
+17.1%
+53.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.3% |
| 7D | -0.7% | -9.4% | +8.8% | +0.3% |
| 30D | +11.1% | -10.7% | +21.8% | +12.3% |
| 3M | +17.0% | -27.7% | +44.7% | +20.7% |
| 6M | +34.8% | -48.7% | +83.5% | +43.6% |
| YTD | -2.2% | -50.2% | +47.9% | +4.1% |
| 1Y | -6.4% | -46.8% | +40.4% | -1.4% |
| 3Y | +75.1% | -14.8% | +90.0% | +67.0% |
| All | +70.8% | +17.1% | +53.7% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling