+388.8%
SIMO vs IONS
-32.1%
+420.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.4% | -12.0% | -6.7% |
| 7D | +4.1% | -26.3% | +30.4% | +8.9% |
| 30D | -24.0% | -31.9% | +8.0% | -19.2% |
| 3M | -31.8% | -48.0% | +16.2% | -24.1% |
| 6M | -36.9% | -62.6% | +25.7% | -26.5% |
| YTD | +84.8% | -63.3% | +148.1% | +116.3% |
| 1Y | +99.0% | -58.4% | +157.4% | +127.8% |
| 3Y | +217.9% | -38.2% | +256.2% | +228.7% |
| 5Y | +171.5% | -11.1% | +182.6% | +153.8% |
| All | +388.8% | -32.1% | +420.9% | +371.9% |
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