+42.0%
SOFI vs IONS
-4.7%
+46.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.5% |
| 7D | -4.9% | -6.7% | +1.7% | -2.7% |
| 30D | -3.5% | -4.1% | +0.6% | -2.2% |
| 3M | +3.9% | -26.6% | +30.5% | +12.0% |
| 6M | -6.5% | -27.5% | +21.0% | +0.8% |
| YTD | -33.8% | -31.5% | -2.4% | -27.6% |
| 1Y | -33.3% | -15.3% | -17.9% | -33.1% |
| 3Y | +94.6% | +31.3% | +63.3% | +46.8% |
| 5Y | +13.3% | +50.2% | -36.9% | -22.7% |
| All | +42.0% | -4.7% | +46.6% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling