+4,608.4%
SITM vs IONS
+0.2%
+4,608.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.6% |
| 7D | +9.7% | -4.8% | +14.6% | +11.8% |
| 30D | +12.7% | +7.2% | +5.5% | +9.4% |
| 3M | -13.4% | -22.7% | +9.3% | -7.5% |
| 6M | +59.6% | -26.9% | +86.5% | +74.6% |
| YTD | +73.3% | -26.6% | +99.9% | +88.4% |
| 1Y | +165.5% | -2.1% | +167.7% | +152.2% |
| 3Y | +368.7% | +43.4% | +325.3% | +231.9% |
| 5Y | +172.5% | +47.0% | +125.5% | +75.9% |
| All | +4,608.4% | +0.2% | +4,608.2% | +3,513.0% |
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