+24.5%
SFM vs IONS
-36.9%
+61.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +1.3% |
| 7D | +6.0% | -26.3% | +32.3% | +6.3% |
| 30D | -19.5% | -31.9% | +12.5% | -19.2% |
| 3M | -37.0% | -48.0% | +11.0% | -36.6% |
| 6M | -41.0% | -62.6% | +21.5% | -40.5% |
| YTD | -34.6% | -63.3% | +28.6% | -34.1% |
| 1Y | -36.3% | -58.4% | +22.1% | -35.9% |
| 3Y | +24.5% | -38.2% | +62.8% | +20.5% |
| All | +24.5% | -36.9% | +61.4% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling