-68.1%
SE vs IONS
+47.7%
-115.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -6.1% | -4.8% | -1.2% | -5.0% |
| 30D | -2.5% | +7.2% | -9.7% | -4.3% |
| 3M | +21.7% | -22.7% | +44.4% | +27.1% |
| 6M | +27.0% | -26.9% | +53.9% | +34.4% |
| YTD | -12.1% | -26.6% | +14.4% | -7.1% |
| 1Y | -40.9% | -2.1% | -38.8% | -42.7% |
| 3Y | +191.0% | +43.4% | +147.6% | +120.6% |
| All | -68.1% | +47.7% | -115.8% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling