+19.8%
STLA vs IONS
-5.7%
+25.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -21.4% | +21.1% | +3.9% |
| 7D | -6.4% | -24.8% | +18.5% | -1.6% |
| 30D | -1.3% | -31.5% | +30.2% | +5.5% |
| 3M | -19.9% | -45.2% | +25.3% | -10.8% |
| 6M | -42.9% | -59.1% | +16.2% | -33.4% |
| YTD | -59.4% | -60.8% | +1.4% | -52.5% |
| 1Y | -56.8% | -57.9% | +1.0% | -50.3% |
| 3Y | -73.1% | -34.5% | -38.6% | -72.8% |
| 5Y | -70.1% | -8.8% | -61.3% | -72.8% |
| 10Y | +19.8% | -19.2% | +39.0% | +12.7% |
| All | +19.8% | -5.7% | +25.5% | +12.7% |
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 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