+597.0%
SE vs IONS
-11.0%
+608.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.8% |
| 7D | +0.6% | -5.3% | +5.9% | +2.2% |
| 30D | -0.1% | +0.3% | -0.4% | -0.5% |
| 3M | +34.1% | -22.9% | +57.0% | +41.7% |
| 6M | +23.2% | -23.4% | +46.6% | +30.4% |
| YTD | -11.2% | -28.3% | +17.2% | -4.1% |
| 1Y | -40.5% | -7.0% | -33.5% | -41.5% |
| 3Y | +196.3% | +37.6% | +158.7% | +127.7% |
| 5Y | -67.0% | +53.4% | -120.4% | -76.5% |
| All | +597.0% | -11.0% | +608.0% | +454.8% |
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