+1.2%
SO vs IONS
-7.3%
+8.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.1% |
| 7D | +1.0% | -5.3% | +6.3% | +1.2% |
| 30D | -3.2% | +0.3% | -3.5% | -3.2% |
| 3M | -1.7% | -22.9% | +21.2% | -0.5% |
| 6M | -7.2% | -23.4% | +16.2% | -6.1% |
| YTD | +4.6% | -28.3% | +32.9% | +5.6% |
| 1Y | +1.2% | -7.0% | +8.2% | +0.6% |
| All | +1.2% | -7.3% | +8.5% | +0.6% |
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