-45.4%
SFM vs IONS
-7.3%
-38.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -6.7% |
| 7D | -5.8% | -5.3% | -0.5% | -6.2% |
| 30D | -11.4% | +0.3% | -11.6% | -11.2% |
| 3M | -12.2% | -22.9% | +10.7% | -13.1% |
| 6M | -5.2% | -23.4% | +18.2% | -6.2% |
| YTD | -4.5% | -28.3% | +23.8% | -6.5% |
| 1Y | -45.4% | -7.0% | -38.4% | -47.1% |
| All | -45.4% | -7.3% | -38.0% | -47.1% |
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