+335.2%
SGI vs IONS
-27.6%
+362.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.1% | +3.8% | -3.2% |
| 7D | -3.9% | -30.3% | +26.3% | +3.2% |
| 30D | +0.9% | -37.7% | +38.7% | +11.1% |
| 3M | -2.9% | -50.5% | +47.6% | +12.3% |
| 6M | -9.0% | -62.8% | +53.8% | +10.9% |
| YTD | -29.2% | -64.4% | +35.2% | -13.0% |
| 1Y | -32.3% | -59.5% | +27.2% | -19.4% |
| 3Y | +72.4% | -39.2% | +111.6% | +77.0% |
| 5Y | +50.6% | -15.3% | +66.0% | +36.4% |
| 10Y | +335.2% | -31.2% | +366.4% | +320.6% |
| All | +335.2% | -27.6% | +362.9% | +320.6% |
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