-64.8%
SPCH vs IONS
-46.4%
-18.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +1.6% | +15.2% | +16.5% |
| 7D | -3.0% | -9.4% | +6.4% | -1.2% |
| 30D | -39.8% | -10.7% | -29.1% | -38.6% |
| 3M | +16.8% | -27.7% | +44.5% | +22.9% |
| All | -64.8% | -46.4% | -18.4% | -66.4% |
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