+358.3%
SE vs IONS
-57.1%
+415.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.8% |
| 7D | -1.5% | -29.6% | +28.1% | +7.8% |
| 30D | -22.3% | -35.6% | +13.2% | -12.9% |
| 3M | -41.8% | -51.7% | +9.9% | -29.1% |
| 6M | -22.4% | -64.0% | +41.6% | +1.2% |
| YTD | -41.6% | -65.5% | +23.9% | -22.9% |
| 1Y | -48.0% | -62.4% | +14.4% | -33.4% |
| 3Y | +63.9% | -41.1% | +104.9% | +63.8% |
| 5Y | -78.2% | -16.5% | -61.7% | -81.7% |
| All | +358.3% | -57.1% | +415.4% | +346.0% |
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 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