+1,253.2%
SMH vs IONS
+470.2%
+783.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.5% | -4.8% | +7.4% | +3.4% |
| 30D | -0.5% | +7.2% | -7.7% | -1.8% |
| 3M | -9.6% | -22.7% | +13.0% | -6.6% |
| 6M | +42.1% | -26.9% | +69.0% | +48.3% |
| YTD | +57.4% | -26.6% | +84.0% | +64.0% |
| 1Y | +96.2% | -2.1% | +98.3% | +93.7% |
| 3Y | +267.9% | +43.4% | +224.5% | +227.8% |
| 5Y | +327.7% | +47.0% | +280.7% | +271.7% |
| 10Y | +1,764.6% | +97.2% | +1,667.5% | +1,343.9% |
| All | +1,253.2% | +470.2% | +783.0% | +446.1% |
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