+1,872.3%
SGI vs IONS
+967.8%
+904.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +8.5% | -4.8% | +13.4% | +9.7% |
| 30D | +0.7% | +7.2% | -6.5% | -1.0% |
| 3M | +0.6% | -22.7% | +23.3% | +4.9% |
| 6M | -17.9% | -26.9% | +8.9% | -13.3% |
| YTD | -21.2% | -26.6% | +5.4% | -17.0% |
| 1Y | -18.9% | -2.1% | -16.7% | -20.2% |
| 3Y | +52.6% | +43.4% | +9.2% | +32.3% |
| 5Y | +60.7% | +47.0% | +13.7% | +34.2% |
| 10Y | +278.1% | +97.2% | +180.9% | +176.1% |
| All | +1,872.3% | +967.8% | +904.4% | +788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling