+52.3%
SO vs IONS
-40.7%
+92.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.4% |
| 7D | -0.9% | -29.6% | +28.7% | -0.4% |
| 30D | +4.9% | -35.6% | +40.5% | +5.7% |
| 3M | +0.8% | -51.7% | +52.5% | +2.2% |
| 6M | +0.6% | -64.0% | +64.6% | +2.6% |
| YTD | +8.7% | -65.5% | +74.1% | +10.9% |
| 1Y | +4.0% | -62.4% | +66.4% | +5.9% |
| All | +52.3% | -40.7% | +92.9% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling