+782.2%
STLD vs IONS
-5.7%
+787.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.4% | +23.5% | +6.0% |
| 7D | -9.7% | -24.8% | +15.2% | -5.4% |
| 30D | -4.5% | -31.5% | +27.0% | +1.6% |
| 3M | -13.1% | -45.2% | +32.1% | -3.8% |
| 6M | -2.8% | -59.1% | +56.3% | +12.7% |
| YTD | +35.3% | -60.8% | +96.2% | +58.0% |
| 1Y | +51.4% | -57.9% | +109.2% | +74.2% |
| 3Y | +117.9% | -34.5% | +152.4% | +122.1% |
| 5Y | +272.6% | -8.8% | +281.4% | +242.2% |
| 10Y | +782.2% | -19.2% | +801.4% | +714.9% |
| All | +782.2% | -5.7% | +787.9% | +714.9% |
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