-24.0%
SIRI vs IONS
+36.3%
-60.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -3.9% | -8.7% | +4.8% | -2.7% |
| 30D | -0.8% | -1.6% | +0.8% | -0.6% |
| 3M | +4.3% | -24.9% | +29.2% | +7.3% |
| 6M | +34.1% | -25.7% | +59.7% | +37.9% |
| YTD | +47.3% | -29.2% | +76.5% | +52.2% |
| 1Y | +22.9% | -13.0% | +35.9% | +22.6% |
| All | -24.0% | +36.3% | -60.3% | -31.3% |
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