+31.8%
SRE vs IONS
+39.5%
-7.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.8% |
| 7D | +1.4% | -5.3% | +6.7% | +1.7% |
| 30D | +1.9% | +0.3% | +1.6% | +1.8% |
| 3M | -3.3% | -22.9% | +19.6% | -2.1% |
| 6M | -6.4% | -23.4% | +17.0% | -5.3% |
| YTD | -1.8% | -28.3% | +26.5% | -0.3% |
| 1Y | +10.7% | -7.0% | +17.8% | +10.4% |
| 3Y | +31.8% | +37.6% | -5.8% | +25.4% |
| All | +31.8% | +39.5% | -7.8% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling