+86.8%
SGI vs IONS
-34.1%
+120.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -21.4% | +24.6% | +5.7% |
| 7D | -0.2% | -24.8% | +24.6% | +2.7% |
| 30D | +6.6% | -31.5% | +38.1% | +11.0% |
| 3M | +1.8% | -45.2% | +47.0% | +9.0% |
| 6M | -3.9% | -59.1% | +55.2% | +5.7% |
| YTD | -25.2% | -60.8% | +35.6% | -17.4% |
| 1Y | -26.7% | -57.9% | +31.1% | -19.8% |
| 3Y | +86.8% | -34.5% | +121.2% | +79.6% |
| All | +86.8% | -34.1% | +120.9% | +79.6% |
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 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