+379.5%
SE vs IONS
-51.3%
+430.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -21.4% | +24.3% | +9.2% |
| 7D | +3.3% | -24.8% | +28.1% | +11.1% |
| 30D | -18.2% | -31.5% | +13.4% | -9.6% |
| 3M | -31.3% | -45.2% | +13.9% | -19.2% |
| 6M | -10.1% | -59.1% | +48.9% | +13.1% |
| YTD | -38.9% | -60.8% | +21.9% | -22.2% |
| 1Y | -48.0% | -57.9% | +9.8% | -35.6% |
| 3Y | +78.8% | -34.5% | +113.3% | +74.0% |
| 5Y | -77.1% | -8.8% | -68.3% | -81.2% |
| All | +379.5% | -51.3% | +430.8% | +350.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling