+37.0%
SOLS vs IONS
-60.5%
+97.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -0.2% |
| 7D | +14.0% | -26.3% | +40.3% | +12.4% |
| 30D | +10.0% | -31.9% | +41.9% | +8.7% |
| 3M | +5.8% | -48.0% | +53.8% | +3.8% |
| 6M | -25.2% | -62.6% | +37.4% | -28.4% |
| YTD | +36.5% | -63.3% | +99.8% | +29.9% |
| 1Y | +45.0% | -58.4% | +103.4% | +36.9% |
| All | +37.0% | -60.5% | +97.5% | +29.3% |
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 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