-42.5%
SIRI vs IONS
+55.0%
-97.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -3.9% | -8.7% | +4.8% | -2.8% |
| 30D | -0.8% | -1.6% | +0.8% | -0.7% |
| 3M | +4.3% | -24.9% | +29.2% | +7.3% |
| 6M | +34.1% | -25.7% | +59.7% | +38.0% |
| YTD | +47.3% | -29.2% | +76.5% | +52.3% |
| 1Y | +22.9% | -13.0% | +35.9% | +23.1% |
| 3Y | -24.6% | +35.9% | -60.5% | -31.5% |
| All | -42.5% | +55.0% | -97.5% | -49.5% |
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