+75.7%
SAP vs IONS
-14.9%
+90.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.5% | -29.4% | +27.0% | +0.5% |
| 30D | +7.5% | -35.1% | +42.6% | +11.7% |
| 3M | +11.6% | -48.9% | +60.5% | +18.7% |
| 6M | +37.6% | -62.4% | +100.0% | +50.4% |
| YTD | -2.0% | -64.2% | +62.2% | +7.4% |
| 1Y | -6.4% | -60.9% | +54.5% | +1.2% |
| 3Y | +67.7% | -38.9% | +106.6% | +64.6% |
| 5Y | +75.7% | -15.6% | +91.3% | +56.4% |
| All | +75.7% | -14.9% | +90.7% | +56.4% |
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