-46.2%
SE vs IONS
-60.0%
+13.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +1.0% |
| 7D | -0.5% | -26.3% | +25.8% | +0.1% |
| 30D | -20.9% | -31.9% | +11.0% | -20.2% |
| 3M | -38.9% | -48.0% | +9.1% | -37.2% |
| 6M | -19.4% | -62.6% | +43.1% | -17.4% |
| YTD | -40.9% | -63.3% | +22.3% | -39.6% |
| 1Y | -46.2% | -58.4% | +12.2% | -49.5% |
| All | -46.2% | -60.0% | +13.8% | -49.5% |
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 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