+142.0%
SFM vs IONS
-5.7%
+147.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -21.4% | +22.3% | +2.0% |
| 7D | -10.2% | -24.8% | +14.6% | -9.1% |
| 30D | -23.9% | -31.5% | +7.7% | -22.6% |
| 3M | -42.3% | -45.2% | +2.9% | -40.6% |
| 6M | -40.1% | -59.1% | +18.9% | -37.7% |
| YTD | -37.8% | -60.8% | +23.0% | -35.2% |
| 1Y | -37.1% | -57.9% | +20.8% | -34.8% |
| 3Y | +21.5% | -34.5% | +56.0% | +20.9% |
| 5Y | +103.8% | -8.8% | +112.6% | +97.2% |
| 10Y | +142.0% | -19.2% | +161.2% | +120.0% |
| All | +142.0% | -5.7% | +147.7% | +120.0% |
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 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