+3.0%
SM vs IONS
-27.6%
+30.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.1% | +10.5% | +3.3% |
| 7D | -19.5% | -30.3% | +10.8% | -13.8% |
| 30D | -20.2% | -37.7% | +17.5% | -12.7% |
| 3M | -6.5% | -50.5% | +44.0% | +6.8% |
| 6M | +1.6% | -62.8% | +64.3% | +22.0% |
| YTD | +61.2% | -64.4% | +125.6% | +94.7% |
| 1Y | +65.4% | -59.5% | +124.8% | +93.6% |
| 3Y | -13.0% | -39.2% | +26.2% | -11.9% |
| 5Y | -4.3% | -15.3% | +11.1% | -14.8% |
| 10Y | +3.0% | -31.2% | +34.2% | +12.5% |
| All | +3.0% | -27.6% | +30.6% | +12.5% |
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 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