+291.9%
SFM vs IONS
+88.4%
+203.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -6.4% |
| 7D | -5.8% | -5.3% | -0.5% | -5.6% |
| 30D | -11.4% | +0.3% | -11.6% | -11.4% |
| 3M | -12.2% | -22.9% | +10.7% | -11.4% |
| 6M | -5.2% | -23.4% | +18.2% | -4.3% |
| YTD | -4.5% | -28.3% | +23.8% | -3.3% |
| 1Y | -45.4% | -7.0% | -38.4% | -45.6% |
| 3Y | +91.1% | +37.6% | +53.5% | +83.5% |
| 5Y | +226.8% | +53.4% | +173.4% | +210.3% |
| 10Y | +291.9% | +83.9% | +208.0% | +265.7% |
| All | +291.9% | +88.4% | +203.5% | +265.7% |
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