+3.7%
SO vs IONS
-44.5%
+48.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +1.7% | -10.6% | +12.3% | +2.0% |
| 30D | +11.1% | -7.7% | +18.8% | +11.3% |
| 3M | +0.7% | -27.1% | +27.8% | +1.5% |
| 6M | -1.4% | -46.8% | +45.4% | +0.7% |
| YTD | +9.4% | -49.2% | +58.7% | +11.4% |
| 1Y | +3.7% | -44.9% | +48.6% | +4.2% |
| All | +3.7% | -44.5% | +48.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling