+372.3%
SE vs IONS
-55.8%
+428.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.1% | +7.6% | +1.2% |
| 7D | 0.0% | -30.3% | +30.3% | +9.9% |
| 30D | -19.4% | -37.7% | +18.4% | -8.6% |
| 3M | -33.1% | -50.5% | +17.4% | -19.1% |
| 6M | -11.4% | -62.8% | +51.3% | +14.4% |
| YTD | -39.8% | -64.4% | +24.6% | -21.3% |
| 1Y | -50.5% | -59.5% | +9.0% | -38.1% |
| 3Y | +68.9% | -39.2% | +108.1% | +67.3% |
| 5Y | -77.1% | -15.3% | -61.7% | -80.8% |
| All | +372.3% | -55.8% | +428.1% | +355.5% |
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