+1,302.7%
SM vs IONS
+304.3%
+998.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -25.9% | -9.4% | -16.5% | -25.1% |
| 30D | -15.1% | -10.7% | -4.4% | -14.1% |
| 3M | +4.9% | -27.7% | +32.5% | +8.2% |
| 6M | +6.1% | -48.7% | +54.8% | +13.0% |
| YTD | +63.4% | -50.2% | +113.6% | +74.3% |
| 1Y | +72.5% | -46.8% | +119.3% | +82.4% |
| 3Y | -16.9% | -14.8% | -2.1% | -18.0% |
| 5Y | -10.6% | +17.0% | -27.7% | -15.8% |
| 10Y | +11.3% | +45.3% | -34.0% | +1.0% |
| All | +1,302.7% | +304.3% | +998.3% | +1,085.4% |
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