+384.3%
SGI vs IONS
-5.7%
+390.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -21.4% | +24.6% | +8.0% |
| 7D | -0.2% | -24.8% | +24.6% | +5.5% |
| 30D | +6.6% | -31.5% | +38.1% | +14.9% |
| 3M | +1.8% | -45.2% | +47.0% | +15.2% |
| 6M | -3.9% | -59.1% | +55.2% | +14.8% |
| YTD | -25.2% | -60.8% | +35.6% | -10.0% |
| 1Y | -26.7% | -57.9% | +31.1% | -13.5% |
| 3Y | +86.8% | -34.5% | +121.2% | +88.7% |
| 5Y | +56.6% | -8.8% | +65.5% | +39.5% |
| 10Y | +384.3% | -19.2% | +403.5% | +345.7% |
| All | +384.3% | -5.7% | +390.0% | +345.7% |
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