+50.9%
STLD vs IONS
-55.7%
+106.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.4% | +23.5% | +5.4% |
| 7D | -9.7% | -24.8% | +15.2% | -5.8% |
| 30D | -4.5% | -31.5% | +27.0% | +1.3% |
| 3M | -13.1% | -45.2% | +32.1% | -3.5% |
| 6M | -2.8% | -59.1% | +56.3% | +12.6% |
| YTD | +35.3% | -60.8% | +96.2% | +59.1% |
| All | +50.9% | -55.7% | +106.6% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling