+785.2%
SONY vs IONS
+440.4%
+344.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.2% | -4.8% | +3.7% | -0.7% |
| 30D | +9.4% | +7.2% | +2.3% | +8.7% |
| 3M | +10.5% | -22.7% | +33.2% | +12.6% |
| 6M | +11.7% | -26.9% | +38.6% | +14.4% |
| YTD | -4.1% | -26.6% | +22.5% | -1.8% |
| 1Y | -11.8% | -2.1% | -9.7% | -12.3% |
| 3Y | +45.9% | +43.4% | +2.5% | +37.2% |
| 5Y | +16.3% | +47.0% | -30.7% | +7.9% |
| 10Y | +297.6% | +97.2% | +200.4% | +247.1% |
| All | +785.2% | +440.4% | +344.8% | +450.6% |
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