+2,542.1%
SAP vs IONS
+204.3%
+2,337.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.8% | +1.9% |
| 7D | +4.0% | -12.6% | +16.6% | +5.9% |
| 30D | +15.7% | -11.8% | +27.5% | +17.6% |
| 3M | +23.4% | -28.4% | +51.8% | +28.6% |
| 6M | +41.3% | -48.4% | +89.7% | +52.8% |
| YTD | +2.0% | -51.0% | +53.0% | +10.7% |
| 1Y | -5.1% | -48.0% | +43.0% | +2.0% |
| 3Y | +82.1% | -17.8% | +99.9% | +79.1% |
| 5Y | +77.2% | +15.2% | +62.0% | +63.0% |
| 10Y | +233.6% | +43.0% | +190.6% | +178.9% |
| All | +2,542.1% | +204.3% | +2,337.8% | +1,101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling