-35.0%
SFM vs IONS
-44.5%
+9.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.6% |
| 7D | -12.3% | -10.6% | -1.7% | -12.5% |
| 30D | -16.2% | -7.7% | -8.5% | -16.4% |
| 3M | -36.8% | -27.1% | -9.7% | -37.0% |
| 6M | -32.6% | -46.8% | +14.2% | -33.5% |
| YTD | -31.7% | -49.2% | +17.5% | -32.8% |
| 1Y | -35.0% | -44.9% | +9.9% | -35.8% |
| All | -35.0% | -44.5% | +9.5% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling