+1,026.2%
SEI vs IONS
+52.5%
+973.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.0% |
| 7D | +28.2% | -8.7% | +36.9% | +29.8% |
| 30D | +15.5% | -1.6% | +17.1% | +15.7% |
| 3M | -1.4% | -24.9% | +23.5% | +1.4% |
| 6M | +37.4% | -25.7% | +63.1% | +41.5% |
| YTD | +47.8% | -29.2% | +77.0% | +53.2% |
| 1Y | +174.3% | -13.0% | +187.3% | +174.8% |
| 3Y | +598.5% | +35.9% | +562.5% | +510.6% |
| 5Y | +1,026.2% | +54.5% | +971.7% | +820.1% |
| All | +1,026.2% | +52.5% | +973.7% | +820.1% |
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