+8,659.4%
SHOP vs IONS
-38.5%
+8,697.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.2% |
| 7D | -5.4% | -9.4% | +4.0% | -2.9% |
| 30D | -10.3% | -10.7% | +0.4% | -7.6% |
| 3M | +1.0% | -27.7% | +28.7% | +9.6% |
| 6M | +41.2% | -48.7% | +89.9% | +64.8% |
| YTD | -7.5% | -50.2% | +42.7% | +8.2% |
| 1Y | -4.6% | -46.8% | +42.2% | +9.4% |
| 3Y | +146.4% | -14.8% | +161.3% | +134.4% |
| 5Y | -2.5% | +17.0% | -19.6% | -15.9% |
| 10Y | +3,703.6% | +45.3% | +3,658.3% | +2,997.9% |
| All | +8,659.4% | -38.5% | +8,697.9% | +7,343.2% |
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