-50.7%
SE vs IONS
-47.1%
-3.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | +2.0% | -9.4% | +11.4% | +2.3% |
| 30D | -20.0% | -10.7% | -9.3% | -19.7% |
| 3M | -31.8% | -27.7% | -4.1% | -31.0% |
| 6M | -15.9% | -48.7% | +32.8% | -15.7% |
| YTD | -40.6% | -50.2% | +9.5% | -40.3% |
| 1Y | -50.7% | -46.8% | -3.9% | -50.4% |
| All | -50.7% | -47.1% | -3.5% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling