-60.5%
SPCH vs IONS
-57.8%
-2.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -21.4% | +33.3% | +12.4% |
| 7D | +6.2% | -24.8% | +31.0% | +7.6% |
| 30D | -28.1% | -31.5% | +3.4% | -25.9% |
| 3M | -0.5% | -45.2% | +44.7% | +5.5% |
| All | -60.5% | -57.8% | -2.7% | -62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling