+365.7%
SE vs IONS
-38.1%
+403.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | +2.0% | -9.4% | +11.4% | +5.1% |
| 30D | -20.0% | -10.7% | -9.3% | -17.4% |
| 3M | -31.8% | -27.7% | -4.1% | -25.3% |
| 6M | -15.9% | -48.7% | +32.8% | +0.3% |
| YTD | -40.6% | -50.2% | +9.5% | -28.8% |
| 1Y | -50.7% | -46.8% | -3.9% | -42.3% |
| 3Y | +70.3% | -14.8% | +85.1% | +54.6% |
| 5Y | -78.8% | +17.0% | -95.8% | -83.7% |
| All | +365.7% | -38.1% | +403.9% | +312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling