+77.0%
SO vs IONS
+17.1%
+59.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.1% |
| 7D | -1.5% | -9.4% | +8.0% | -1.1% |
| 30D | +8.1% | -10.7% | +18.8% | +8.5% |
| 3M | +0.2% | -27.7% | +27.9% | +1.5% |
| 6M | +0.4% | -48.7% | +49.1% | +3.0% |
| YTD | +8.5% | -50.2% | +58.7% | +11.3% |
| 1Y | +4.9% | -46.8% | +51.7% | +7.3% |
| 3Y | +47.9% | -14.8% | +62.7% | +47.0% |
| All | +77.0% | +17.1% | +59.9% | +75.7% |
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