+648.8%
SEI vs IONS
+23.4%
+625.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.1% |
| 7D | +20.7% | -4.3% | +24.9% | +21.6% |
| 30D | +9.1% | +0.4% | +8.7% | +8.9% |
| 3M | -6.0% | -24.1% | +18.1% | -2.1% |
| 6M | +18.9% | -26.4% | +45.4% | +24.6% |
| YTD | +40.1% | -29.7% | +69.8% | +47.9% |
| 1Y | +120.6% | -13.0% | +133.7% | +122.0% |
| 3Y | +562.1% | +35.0% | +527.1% | +468.3% |
| 5Y | +954.5% | +54.2% | +900.3% | +737.3% |
| All | +648.8% | +23.4% | +625.4% | +510.2% |
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 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