-16.9%
SM vs IONS
-16.4%
-0.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -25.9% | -9.4% | -16.5% | -25.2% |
| 30D | -15.1% | -10.7% | -4.4% | -14.3% |
| 3M | +4.9% | -27.7% | +32.5% | +7.7% |
| 6M | +6.1% | -48.7% | +54.8% | +12.8% |
| YTD | +63.4% | -50.2% | +113.6% | +74.0% |
| 1Y | +72.5% | -46.8% | +119.3% | +81.7% |
| 3Y | -16.9% | -14.8% | -2.1% | -25.2% |
| All | -16.9% | -16.4% | -0.5% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling