+3,319.5%
SITM vs IONS
-49.9%
+3,369.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.4% | -11.9% | -7.9% |
| 7D | +6.6% | -26.3% | +32.9% | +16.9% |
| 30D | -15.3% | -31.9% | +16.6% | -3.8% |
| 3M | -35.4% | -48.0% | +12.6% | -18.7% |
| 6M | -46.8% | -62.6% | +15.8% | -26.1% |
| YTD | +25.9% | -63.3% | +89.1% | +75.4% |
| 1Y | +54.0% | -58.4% | +112.4% | +102.7% |
| 3Y | +315.6% | -38.2% | +353.8% | +316.7% |
| 5Y | +74.4% | -11.1% | +85.5% | +29.8% |
| All | +3,319.5% | -49.9% | +3,369.4% | +3,262.5% |
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 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