-48.0%
SMR vs IONS
-13.4%
-34.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +1.9% | -29.4% | +31.4% | +11.2% |
| 30D | -21.9% | -35.1% | +13.2% | -12.6% |
| 3M | -47.1% | -48.9% | +1.8% | -36.7% |
| 6M | -60.6% | -62.4% | +1.8% | -49.7% |
| YTD | -63.1% | -64.2% | +1.1% | -51.9% |
| 1Y | -80.4% | -60.9% | -19.5% | -75.2% |
| 3Y | +150.2% | -38.9% | +189.1% | +165.4% |
| All | -48.0% | -13.4% | -34.6% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling