+145.3%
SITM vs IONS
-13.5%
+158.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | +4.8% | -4.3% | +9.1% | +5.1% |
| 30D | -9.7% | +0.4% | -10.1% | -9.7% |
| 3M | -9.3% | -24.1% | +14.8% | -12.9% |
| 6M | +69.5% | -26.4% | +96.0% | +63.7% |
| YTD | +70.5% | -29.7% | +100.2% | +65.5% |
| 1Y | +145.3% | -13.0% | +158.3% | +148.0% |
| All | +145.3% | -13.5% | +158.7% | +148.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling