+114.0%
SMTC vs IONS
+51.6%
+62.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.4% | +12.3% | +10.6% |
| 7D | +22.9% | -5.3% | +28.2% | +24.7% |
| 30D | +16.6% | +0.3% | +16.4% | +16.3% |
| 3M | +2.4% | -22.9% | +25.3% | +6.9% |
| 6M | +98.3% | -23.4% | +121.7% | +107.4% |
| YTD | +120.7% | -28.3% | +149.0% | +135.5% |
| 1Y | +168.3% | -7.0% | +175.3% | +162.6% |
| 3Y | +571.7% | +37.6% | +534.1% | +440.6% |
| 5Y | +114.0% | +53.4% | +60.6% | +57.4% |
| All | +114.0% | +51.6% | +62.4% | +57.4% |
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