+1,436.3%
SM vs IONS
+180.1%
+1,256.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.6% | +8.8% | +5.6% |
| 7D | +10.6% | -29.6% | +40.2% | +14.5% |
| 30D | -15.0% | -35.6% | +20.6% | -11.2% |
| 3M | +1.7% | -51.7% | +53.4% | +9.2% |
| 6M | +5.9% | -64.0% | +69.9% | +16.7% |
| YTD | +79.0% | -65.5% | +144.5% | +97.8% |
| 1Y | +84.7% | -62.4% | +147.1% | +102.1% |
| 3Y | -3.5% | -41.1% | +37.6% | -1.3% |
| 5Y | +4.9% | -16.5% | +21.4% | +2.1% |
| 10Y | +17.7% | -35.8% | +53.5% | +15.5% |
| All | +1,436.3% | +180.1% | +1,256.2% | +1,245.9% |
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