+120.5%
SHOP vs IONS
+43.7%
+76.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -5.1% | -4.8% | -0.3% | -4.6% |
| 30D | +0.6% | +7.2% | -6.6% | -0.2% |
| 3M | +25.0% | -22.7% | +47.7% | +27.5% |
| 6M | +11.9% | -26.9% | +38.8% | +14.8% |
| YTD | -9.9% | -26.6% | +16.7% | -7.8% |
| 1Y | 0.0% | -2.1% | +2.1% | -2.1% |
| All | +120.5% | +43.7% | +76.8% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling