-11.1%
SRE vs IONS
-60.0%
+48.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +0.5% |
| 7D | +1.8% | -26.3% | +28.0% | +2.5% |
| 30D | -3.0% | -31.9% | +29.0% | -2.0% |
| 3M | -7.3% | -48.0% | +40.7% | -5.6% |
| 6M | -11.9% | -62.6% | +50.7% | -9.4% |
| YTD | -7.9% | -63.3% | +55.4% | -5.8% |
| 1Y | -11.1% | -58.4% | +47.2% | -12.1% |
| All | -11.1% | -60.0% | +48.8% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling