+542.0%
SEI vs IONS
+28.8%
+513.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.5% |
| 7D | +10.2% | -4.8% | +15.1% | +11.4% |
| 30D | -1.0% | +7.2% | -8.2% | -2.4% |
| 3M | -27.9% | -22.7% | -5.2% | -25.2% |
| 6M | +10.4% | -26.9% | +37.3% | +15.9% |
| YTD | +20.1% | -26.6% | +46.7% | +25.8% |
| 1Y | +109.7% | -2.1% | +111.9% | +105.7% |
| 3Y | +458.6% | +43.4% | +415.2% | +373.4% |
| 5Y | +775.3% | +47.0% | +728.3% | +606.7% |
| All | +542.0% | +28.8% | +513.2% | +419.0% |
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