+11.1%
SMR vs IONS
+73.4%
-62.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.4% | +17.6% | +15.9% |
| 7D | +21.4% | -5.3% | +26.7% | +23.1% |
| 30D | +13.8% | +0.3% | +13.6% | +13.3% |
| 3M | +3.9% | -22.9% | +26.8% | +9.1% |
| 6M | -4.2% | -23.4% | +19.2% | +0.8% |
| YTD | -21.1% | -28.3% | +7.2% | -15.0% |
| 1Y | -67.1% | -7.0% | -60.0% | -67.1% |
| 3Y | +88.9% | +37.6% | +51.2% | +62.3% |
| All | +11.1% | +73.4% | -62.3% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling