+47.6%
SOFI vs IONS
-0.3%
+47.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.3% |
| 7D | +5.6% | -5.3% | +10.9% | +7.5% |
| 30D | -2.0% | +0.3% | -2.3% | -2.3% |
| 3M | +9.2% | -22.9% | +32.0% | +15.8% |
| 6M | -4.7% | -23.4% | +18.7% | +0.8% |
| YTD | -31.2% | -28.3% | -2.9% | -25.9% |
| 1Y | -30.6% | -7.0% | -23.6% | -32.9% |
| 3Y | +110.6% | +37.6% | +73.0% | +56.3% |
| 5Y | +16.4% | +53.4% | -37.0% | -21.0% |
| All | +47.6% | -0.3% | +47.9% | +26.2% |
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