+740.9%
STLD vs IONS
-32.1%
+773.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -4.4% |
| 7D | +2.9% | -26.3% | +29.2% | +7.8% |
| 30D | -5.6% | -31.9% | +26.4% | +0.4% |
| 3M | -11.7% | -48.0% | +36.3% | -1.6% |
| 6M | -2.8% | -62.6% | +59.8% | +14.2% |
| YTD | +36.4% | -63.3% | +99.7% | +60.7% |
| 1Y | +50.0% | -58.4% | +108.4% | +72.6% |
| 3Y | +122.3% | -38.2% | +160.5% | +128.4% |
| 5Y | +273.2% | -11.1% | +284.3% | +243.2% |
| All | +740.9% | -32.1% | +773.0% | +710.3% |
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