+189.9%
STLA vs IONS
+330.8%
-141.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -4.5% | -9.4% | +4.9% | -3.2% |
| 30D | -3.9% | -10.7% | +6.8% | -2.4% |
| 3M | -20.2% | -27.7% | +7.5% | -16.6% |
| 6M | -42.2% | -48.7% | +6.5% | -37.1% |
| YTD | -59.3% | -50.2% | -9.1% | -55.7% |
| 1Y | -56.1% | -46.8% | -9.2% | -52.6% |
| 3Y | -73.7% | -14.8% | -58.8% | -74.1% |
| 5Y | -70.3% | +17.0% | -87.3% | -72.6% |
| 10Y | +23.1% | +45.3% | -22.2% | +8.6% |
| All | +189.9% | +330.8% | -141.0% | +114.7% |
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