+1,507.7%
SRE vs IONS
+326.3%
+1,181.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -0.3% | -4.8% | +4.5% | 0.0% |
| 30D | -0.7% | +7.2% | -7.9% | -1.3% |
| 3M | -6.3% | -22.7% | +16.4% | -5.0% |
| 6M | -10.7% | -26.9% | +16.2% | -9.1% |
| YTD | -3.5% | -26.6% | +23.1% | -1.9% |
| 1Y | +5.3% | -2.1% | +7.4% | +4.8% |
| 3Y | +31.8% | +43.4% | -11.6% | +26.0% |
| 5Y | +47.4% | +47.0% | +0.4% | +39.0% |
| 10Y | +120.6% | +97.2% | +23.4% | +98.5% |
| All | +1,507.7% | +326.3% | +1,181.4% | +1,125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling