+61.5%
SGI vs IONS
+47.7%
+13.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +8.5% | -4.8% | +13.4% | +9.4% |
| 30D | +0.7% | +7.2% | -6.5% | -0.7% |
| 3M | +0.6% | -22.7% | +23.3% | +3.8% |
| 6M | -17.9% | -26.9% | +8.9% | -14.4% |
| YTD | -21.2% | -26.6% | +5.4% | -18.0% |
| 1Y | -18.9% | -2.1% | -16.7% | -20.3% |
| 3Y | +52.6% | +43.4% | +9.2% | +33.4% |
| All | +61.5% | +47.7% | +13.8% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling