+1.7%
SM vs IONS
-5.7%
+7.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -21.4% | +18.6% | +1.7% |
| 7D | -22.3% | -24.8% | +2.6% | -17.9% |
| 30D | -21.4% | -31.5% | +10.2% | -15.5% |
| 3M | +1.4% | -45.2% | +46.5% | +13.5% |
| 6M | +0.1% | -59.1% | +59.2% | +18.0% |
| YTD | +59.0% | -60.8% | +119.8% | +88.4% |
| 1Y | +64.3% | -57.9% | +122.2% | +91.2% |
| 3Y | -13.1% | -34.5% | +21.3% | -13.2% |
| 5Y | -13.9% | -8.8% | -5.0% | -24.2% |
| 10Y | +1.7% | -19.2% | +20.9% | +10.7% |
| All | +1.7% | -5.7% | +7.4% | +10.7% |
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