+646.3%
SEI vs IONS
-35.6%
+681.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -2.3% |
| 7D | +10.5% | -26.3% | +36.7% | +15.9% |
| 30D | -8.0% | -31.9% | +23.9% | -1.8% |
| 3M | +6.7% | -48.0% | +54.7% | +19.9% |
| 6M | -17.0% | -62.6% | +45.5% | -1.7% |
| YTD | +39.7% | -63.3% | +102.9% | +65.7% |
| 1Y | +43.2% | -58.4% | +101.6% | +65.2% |
| 3Y | +676.3% | -38.2% | +714.6% | +678.1% |
| 5Y | +891.0% | -11.1% | +902.1% | +763.8% |
| All | +646.3% | -35.6% | +681.9% | +583.6% |
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