+197.2%
SO vs IONS
-33.8%
+231.0%
-38.4%
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% | +0.2% |
| 7D | +0.8% | -29.4% | +30.2% | +3.0% |
| 30D | +7.8% | -35.1% | +42.9% | +10.8% |
| 3M | +2.9% | -48.9% | +51.8% | +7.5% |
| 6M | +2.5% | -62.4% | +64.9% | +9.0% |
| YTD | +10.3% | -64.2% | +74.5% | +17.6% |
| 1Y | +6.4% | -60.9% | +67.3% | +12.6% |
| 3Y | +52.8% | -38.9% | +91.7% | +54.0% |
| 5Y | +78.7% | -15.6% | +94.3% | +72.2% |
| All | +197.2% | -33.8% | +231.0% | +195.1% |
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 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