+71.6%
SM vs IONS
-44.5%
+116.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -0.7% | -14.6% | -15.3% |
| 7D | -21.5% | -10.6% | -10.9% | -21.8% |
| 30D | -11.4% | -7.7% | -3.7% | -11.6% |
| 3M | +0.6% | -27.1% | +27.7% | +0.3% |
| 6M | +0.2% | -46.8% | +47.0% | +2.3% |
| YTD | +69.7% | -49.2% | +118.9% | +74.8% |
| 1Y | +71.6% | -44.9% | +116.5% | +76.4% |
| All | +71.6% | -44.5% | +116.1% | +76.4% |
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 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