+84.6%
SITM vs IONS
-18.9%
+103.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.7% |
| 7D | +32.5% | -29.6% | +62.2% | +45.1% |
| 30D | -18.8% | -35.6% | +16.7% | -8.2% |
| 3M | -30.9% | -51.7% | +20.8% | -14.4% |
| 6M | -44.5% | -64.0% | +19.5% | -26.5% |
| YTD | +33.2% | -65.5% | +98.7% | +78.4% |
| 1Y | +53.8% | -62.4% | +116.3% | +99.3% |
| 3Y | +335.7% | -41.1% | +376.8% | +332.9% |
| 5Y | +84.6% | -16.5% | +101.1% | +27.4% |
| All | +84.6% | -18.9% | +103.5% | +27.4% |
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