+47.3%
SRE vs IONS
-11.1%
+58.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -21.4% | +22.1% | +2.1% |
| 7D | -8.4% | -24.8% | +16.5% | -6.8% |
| 30D | -3.2% | -31.5% | +28.4% | -0.9% |
| 3M | -5.3% | -45.2% | +39.9% | -1.8% |
| 6M | -12.6% | -59.1% | +46.5% | -7.8% |
| YTD | -8.8% | -60.8% | +52.1% | -3.6% |
| 1Y | -13.4% | -57.9% | +44.4% | -9.1% |
| 3Y | +24.4% | -34.5% | +58.9% | +24.0% |
| 5Y | +47.3% | -8.8% | +56.2% | +45.6% |
| All | +47.3% | -11.1% | +58.5% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling