-11.3%
SIRI vs IONS
+87.6%
-98.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.3% |
| 7D | +0.6% | -6.7% | +7.2% | +1.6% |
| 30D | +2.5% | -4.1% | +6.6% | +3.1% |
| 3M | +6.6% | -26.6% | +33.2% | +10.6% |
| 6M | +32.9% | -27.5% | +60.4% | +38.0% |
| YTD | +50.5% | -31.5% | +81.9% | +57.3% |
| 1Y | +28.0% | -15.3% | +43.3% | +29.2% |
| 3Y | -22.4% | +31.3% | -53.7% | -29.1% |
| 5Y | -41.3% | +50.2% | -91.5% | -48.8% |
| All | -11.3% | +87.6% | -98.9% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling