-3.6%
SMR vs IONS
+77.6%
-81.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.4% | -4.8% | +9.3% | +5.9% |
| 30D | +3.4% | +7.2% | -3.8% | +1.1% |
| 3M | -19.2% | -22.7% | +3.5% | -15.0% |
| 6M | -22.6% | -26.9% | +4.2% | -17.2% |
| YTD | -31.5% | -26.6% | -5.0% | -26.7% |
| 1Y | -73.1% | -2.1% | -71.0% | -73.5% |
| 3Y | +55.0% | +43.4% | +11.5% | +32.0% |
| All | -3.6% | +77.6% | -81.2% | -20.1% |
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