+190.2%
SHEL vs IONS
+51.6%
+138.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +2.6% |
| 7D | +1.9% | -5.3% | +7.2% | +2.1% |
| 30D | +8.7% | +0.3% | +8.4% | +8.6% |
| 3M | +11.0% | -22.9% | +33.9% | +12.0% |
| 6M | +14.6% | -23.4% | +38.0% | +15.5% |
| YTD | +33.3% | -28.3% | +61.6% | +34.8% |
| 1Y | +37.9% | -7.0% | +44.9% | +37.6% |
| 3Y | +69.7% | +37.6% | +32.1% | +63.1% |
| 5Y | +190.2% | +53.4% | +136.8% | +183.6% |
| All | +190.2% | +51.6% | +138.6% | +183.6% |
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 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