+218.5%
SIMO vs IONS
-40.7%
+259.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.1% | +7.3% | 0.0% |
| 7D | -16.0% | -30.3% | +14.2% | -10.7% |
| 30D | -35.8% | -37.7% | +2.0% | -30.0% |
| 3M | -26.5% | -50.5% | +24.0% | -16.4% |
| 6M | -33.0% | -62.8% | +29.8% | -21.1% |
| YTD | +84.3% | -64.4% | +148.7% | +119.2% |
| 1Y | +82.0% | -59.5% | +141.4% | +111.3% |
| 3Y | +218.5% | -39.2% | +257.7% | +216.5% |
| All | +218.5% | -40.7% | +259.2% | +216.5% |
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