+77.5%
SO vs IONS
-18.9%
+96.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.3% |
| 7D | -0.9% | -29.6% | +28.7% | +0.2% |
| 30D | +4.9% | -35.6% | +40.5% | +6.5% |
| 3M | +0.8% | -51.7% | +52.5% | +3.5% |
| 6M | +0.6% | -64.0% | +64.6% | +4.4% |
| YTD | +8.7% | -65.5% | +74.1% | +12.9% |
| 1Y | +4.0% | -62.4% | +66.4% | +7.5% |
| 3Y | +50.6% | -41.1% | +91.7% | +51.5% |
| 5Y | +77.5% | -16.5% | +93.9% | +77.6% |
| All | +77.5% | -18.9% | +96.4% | +77.6% |
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 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