+172.4%
SITM vs IONS
+52.5%
+119.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | +3.7% | -8.7% | +12.4% | +6.9% |
| 30D | -14.5% | -1.6% | -12.9% | -14.2% |
| 3M | -10.6% | -24.9% | +14.3% | -4.7% |
| 6M | +65.5% | -25.7% | +91.2% | +76.8% |
| YTD | +67.0% | -29.2% | +96.2% | +81.4% |
| 1Y | +138.6% | -13.0% | +151.6% | +137.8% |
| 3Y | +421.8% | +35.9% | +385.9% | +286.9% |
| 5Y | +172.4% | +54.5% | +117.9% | +70.2% |
| All | +172.4% | +52.5% | +119.9% | +70.2% |
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