+1,608.3%
SM vs IONS
+495.8%
+1,112.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +0.1% | -4.8% | +4.9% | +0.6% |
| 30D | +26.3% | +7.2% | +19.1% | +25.3% |
| 3M | +8.7% | -22.7% | +31.4% | +11.1% |
| 6M | +51.7% | -26.9% | +78.6% | +55.7% |
| YTD | +99.0% | -26.6% | +125.6% | +104.1% |
| 1Y | +34.6% | -2.1% | +36.7% | +33.6% |
| 3Y | -7.8% | +43.4% | -51.2% | -13.9% |
| 5Y | +104.8% | +47.0% | +57.8% | +88.2% |
| 10Y | +7.2% | +97.2% | -89.9% | -5.9% |
| All | +1,608.3% | +495.8% | +1,112.5% | +1,288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling