+5,973.7%
SO vs IONS
+266.7%
+5,707.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.1% |
| 7D | -1.5% | -9.4% | +8.0% | -1.2% |
| 30D | +8.1% | -10.7% | +18.8% | +8.4% |
| 3M | +0.2% | -27.7% | +27.9% | +1.1% |
| 6M | +0.4% | -48.7% | +49.1% | +2.2% |
| YTD | +8.5% | -50.2% | +58.7% | +10.4% |
| 1Y | +4.9% | -46.8% | +51.7% | +6.6% |
| 3Y | +47.9% | -14.8% | +62.7% | +47.4% |
| 5Y | +75.7% | +17.0% | +58.7% | +72.7% |
| 10Y | +178.0% | +45.3% | +132.7% | +169.6% |
| All | +5,973.7% | +266.7% | +5,707.0% | +5,684.7% |
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 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