+207.4%
SHEL vs IONS
+92.6%
+114.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | +3.9% | -4.3% | +8.2% | +4.4% |
| 30D | +7.0% | +0.4% | +6.5% | +6.8% |
| 3M | +12.5% | -24.1% | +36.6% | +15.0% |
| 6M | +14.8% | -26.4% | +41.2% | +17.5% |
| YTD | +34.2% | -29.7% | +63.8% | +37.9% |
| 1Y | +37.0% | -13.0% | +50.0% | +37.4% |
| 3Y | +70.9% | +35.0% | +35.8% | +59.0% |
| 5Y | +192.5% | +54.2% | +138.3% | +161.3% |
| All | +207.4% | +92.6% | +114.8% | +174.5% |
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 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