+12.5%
SM vs IONS
+88.4%
-75.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.1% |
| 7D | -0.2% | -5.3% | +5.1% | +1.0% |
| 30D | +31.5% | +0.3% | +31.3% | +31.2% |
| 3M | +17.3% | -22.9% | +40.2% | +22.5% |
| 6M | +48.5% | -23.4% | +71.9% | +54.6% |
| YTD | +106.3% | -28.3% | +134.6% | +117.5% |
| 1Y | +47.3% | -7.0% | +54.3% | +46.0% |
| 3Y | -1.4% | +37.6% | -39.0% | -15.3% |
| 5Y | +114.0% | +53.4% | +60.6% | +72.2% |
| 10Y | +12.5% | +83.9% | -71.5% | -8.2% |
| All | +12.5% | +88.4% | -75.9% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling