+22.4%
SFM vs IONS
+35.3%
-12.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.4% | -4.9% |
| 7D | -1.2% | -9.4% | +8.2% | -0.7% |
| 30D | -24.8% | -10.7% | -14.0% | -24.3% |
| 3M | -43.7% | -27.7% | -16.0% | -42.7% |
| 6M | -37.3% | -48.7% | +11.4% | -35.1% |
| YTD | -38.4% | -50.2% | +11.8% | -36.2% |
| 1Y | -36.9% | -46.8% | +9.9% | -35.0% |
| 3Y | +20.7% | -14.8% | +35.5% | +19.0% |
| 5Y | +103.5% | +17.0% | +86.5% | +94.7% |
| 10Y | +139.7% | +45.3% | +94.4% | +117.3% |
| All | +22.4% | +35.3% | -12.9% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling