+56.6%
SGI vs IONS
-11.1%
+67.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -21.4% | +24.6% | +6.9% |
| 7D | -0.2% | -24.8% | +24.6% | +4.1% |
| 30D | +6.6% | -31.5% | +38.1% | +13.0% |
| 3M | +1.8% | -45.2% | +47.0% | +12.3% |
| 6M | -3.9% | -59.1% | +55.2% | +10.5% |
| YTD | -25.2% | -60.8% | +35.6% | -13.4% |
| 1Y | -26.7% | -57.9% | +31.1% | -16.5% |
| 3Y | +86.8% | -34.5% | +121.2% | +86.3% |
| 5Y | +56.6% | -8.8% | +65.5% | +36.5% |
| All | +56.6% | -11.1% | +67.8% | +36.5% |
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