+47.8%
STLA vs IONS
+88.4%
-40.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.6% |
| 7D | +0.7% | -5.3% | +6.0% | +1.7% |
| 30D | -2.4% | +0.3% | -2.6% | -2.6% |
| 3M | -23.9% | -22.9% | -1.0% | -21.1% |
| 6M | -24.6% | -23.4% | -1.2% | -21.7% |
| YTD | -50.5% | -28.3% | -22.2% | -48.2% |
| 1Y | -39.8% | -7.0% | -32.8% | -40.3% |
| 3Y | -65.6% | +37.6% | -103.2% | -69.8% |
| 5Y | -62.1% | +53.4% | -115.5% | -68.3% |
| 10Y | +47.8% | +83.9% | -36.2% | +20.0% |
| All | +47.8% | +88.4% | -40.6% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling