+419.3%
SIMO vs IONS
+46.3%
+373.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +4.2% | -4.8% | +9.1% | +5.1% |
| 30D | +4.1% | +7.2% | -3.1% | +2.7% |
| 3M | -12.9% | -22.7% | +9.8% | -10.5% |
| 6M | +110.3% | -26.9% | +137.2% | +118.2% |
| YTD | +178.6% | -26.6% | +205.1% | +188.8% |
| 1Y | +220.0% | -2.1% | +222.1% | +217.4% |
| All | +419.3% | +46.3% | +373.0% | +371.3% |
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