+787.1%
STLD vs IONS
-27.6%
+814.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.1% | +12.8% | +5.4% |
| 7D | -4.7% | -30.3% | +25.6% | +1.0% |
| 30D | -0.9% | -37.7% | +36.8% | +7.1% |
| 3M | -11.9% | -50.5% | +38.6% | -0.8% |
| 6M | +0.9% | -62.8% | +63.7% | +18.7% |
| YTD | +40.4% | -64.4% | +104.8% | +66.5% |
| 1Y | +56.6% | -59.5% | +116.0% | +81.1% |
| 3Y | +125.5% | -39.2% | +164.7% | +132.4% |
| 5Y | +292.8% | -15.3% | +308.2% | +264.9% |
| 10Y | +787.1% | -31.2% | +818.2% | +740.1% |
| All | +787.1% | -27.6% | +814.7% | +740.1% |
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