+5,695.5%
SO vs IONS
+440.4%
+5,255.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.2% | -4.8% | +4.7% | 0.0% |
| 30D | -4.6% | +7.2% | -11.8% | -4.8% |
| 3M | -3.0% | -22.7% | +19.6% | -2.4% |
| 6M | -8.3% | -26.9% | +18.6% | -7.6% |
| YTD | +3.5% | -26.6% | +30.1% | +4.3% |
| 1Y | -0.9% | -2.1% | +1.2% | -1.1% |
| 3Y | +45.4% | +43.4% | +1.9% | +42.6% |
| 5Y | +59.6% | +47.0% | +12.6% | +55.8% |
| 10Y | +156.6% | +97.2% | +59.4% | +146.5% |
| All | +5,695.5% | +440.4% | +5,255.1% | +5,360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling