+384.8%
SIMO vs IONS
+17.3%
+367.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.9% |
| 7D | -22.0% | -9.4% | -12.6% | -20.5% |
| 30D | -43.0% | -10.7% | -32.3% | -41.8% |
| 3M | -39.1% | -27.7% | -11.5% | -35.6% |
| 6M | -33.3% | -48.7% | +15.4% | -26.0% |
| YTD | +77.0% | -50.2% | +127.1% | +97.6% |
| 1Y | +73.0% | -46.8% | +119.8% | +90.8% |
| 3Y | +215.7% | -14.8% | +230.6% | +211.5% |
| 5Y | +155.6% | +17.0% | +138.6% | +130.8% |
| All | +384.8% | +17.3% | +367.5% | +338.2% |
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 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