+270.1%
SIMO vs IONS
+47.7%
+222.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.3% |
| 6M | +110.3% | -26.9% | +137.2% | +118.8% |
| YTD | +178.6% | -26.6% | +205.1% | +189.6% |
| 1Y | +220.0% | -2.1% | +222.1% | +217.5% |
| 3Y | +409.0% | +43.4% | +365.6% | +352.8% |
| All | +270.1% | +47.7% | +222.4% | +192.8% |
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