-19.6%
SIRI vs IONS
+1,091.6%
-1,111.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | +1.6% | -4.8% | +6.4% | +2.4% |
| 30D | -4.7% | +7.2% | -11.9% | -5.9% |
| 3M | +5.3% | -22.7% | +27.9% | +8.9% |
| 6M | +30.5% | -26.9% | +57.4% | +36.1% |
| YTD | +49.6% | -26.6% | +76.2% | +55.6% |
| 1Y | +28.5% | -2.1% | +30.6% | +27.0% |
| 3Y | -27.5% | +43.4% | -70.9% | -34.8% |
| 5Y | -44.7% | +47.0% | -91.6% | -51.9% |
| 10Y | -12.6% | +97.2% | -109.8% | -33.4% |
| All | -19.6% | +1,091.6% | -1,111.2% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling