+215.7%
SIMO vs IONS
-16.4%
+232.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.8% |
| 7D | -22.0% | -9.4% | -12.6% | -20.2% |
| 30D | -43.0% | -10.7% | -32.3% | -41.5% |
| 3M | -39.1% | -27.7% | -11.5% | -35.1% |
| 6M | -33.3% | -48.7% | +15.4% | -25.3% |
| YTD | +77.0% | -50.2% | +127.1% | +99.3% |
| 1Y | +73.0% | -46.8% | +119.8% | +92.4% |
| 3Y | +215.7% | -14.8% | +230.6% | +196.5% |
| All | +215.7% | -16.4% | +232.1% | +196.5% |
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