-2.9%
SHOP vs IONS
+17.1%
-20.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.1% |
| 7D | -5.4% | -9.4% | +4.0% | -2.4% |
| 30D | -10.3% | -10.7% | +0.4% | -7.0% |
| 3M | +1.0% | -27.7% | +28.7% | +11.2% |
| 6M | +41.2% | -48.7% | +89.9% | +69.6% |
| YTD | -7.5% | -50.2% | +42.7% | +11.4% |
| 1Y | -4.6% | -46.8% | +42.2% | +11.8% |
| 3Y | +146.4% | -14.8% | +161.3% | +118.9% |
| All | -2.9% | +17.1% | -20.0% | -34.8% |
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