-37.2%
SFM vs IONS
-55.7%
+18.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -21.4% | +22.3% | +0.4% |
| 7D | -10.2% | -24.8% | +14.6% | -10.8% |
| 30D | -23.9% | -31.5% | +7.7% | -24.5% |
| 3M | -42.3% | -45.2% | +2.9% | -42.8% |
| 6M | -40.1% | -59.1% | +18.9% | -41.1% |
| YTD | -37.8% | -60.8% | +23.0% | -38.9% |
| All | -37.2% | -55.7% | +18.5% | -39.0% |
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 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