+249.4%
SCCO vs IONS
-18.9%
+268.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.1% |
| 7D | +1.7% | -29.6% | +31.3% | +5.5% |
| 30D | -18.1% | -35.6% | +17.5% | -14.1% |
| 3M | -12.8% | -51.7% | +38.9% | -5.3% |
| 6M | -8.5% | -64.0% | +55.5% | +2.1% |
| YTD | +23.9% | -65.5% | +89.4% | +39.1% |
| 1Y | +30.0% | -62.4% | +92.4% | +44.4% |
| 3Y | +175.2% | -41.1% | +216.3% | +181.6% |
| 5Y | +249.4% | -16.5% | +265.8% | +248.0% |
| All | +249.4% | -18.9% | +268.3% | +248.0% |
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