+170.0%
SIMO vs IONS
-11.8%
+181.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.4% | -12.0% | -6.7% |
| 7D | +4.1% | -26.3% | +30.4% | +8.8% |
| 30D | -24.0% | -31.9% | +8.0% | -19.1% |
| 3M | -31.8% | -48.0% | +16.2% | -24.0% |
| 6M | -36.9% | -62.6% | +25.7% | -26.6% |
| YTD | +84.8% | -63.3% | +148.1% | +115.8% |
| 1Y | +99.0% | -58.4% | +157.4% | +127.4% |
| 3Y | +217.9% | -38.2% | +256.2% | +225.1% |
| All | +170.0% | -11.8% | +181.8% | +140.0% |
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