+189.8%
SIMO vs IONS
-14.9%
+204.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.6% |
| 7D | +0.9% | -29.4% | +30.4% | +6.5% |
| 30D | -25.4% | -35.1% | +9.7% | -19.9% |
| 3M | -17.8% | -48.9% | +31.1% | -8.0% |
| 6M | -29.6% | -62.4% | +32.9% | -18.1% |
| YTD | +100.3% | -64.2% | +164.5% | +135.2% |
| 1Y | +100.4% | -60.9% | +161.3% | +131.7% |
| 3Y | +246.1% | -38.9% | +285.0% | +254.9% |
| 5Y | +189.8% | -15.6% | +205.4% | +165.1% |
| All | +189.8% | -14.9% | +204.7% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling