-52.0%
SOUN vs IONS
-31.9%
-20.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.6% | -4.3% | -6.4% |
| 7D | -15.5% | -29.6% | +14.1% | -3.8% |
| 30D | -26.2% | -35.6% | +9.3% | -12.8% |
| 3M | -51.4% | -51.7% | +0.3% | -35.6% |
| 6M | -55.3% | -64.0% | +8.7% | -34.8% |
| YTD | -63.9% | -65.5% | +1.6% | -46.3% |
| 1Y | -72.8% | -62.4% | -10.4% | -61.1% |
| 3Y | +101.1% | -41.1% | +142.2% | +109.9% |
| All | -52.0% | -31.9% | -20.1% | -61.6% |
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