+50.0%
STLD vs IONS
-60.0%
+110.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -4.0% |
| 7D | +2.9% | -26.3% | +29.2% | +7.0% |
| 30D | -5.6% | -31.9% | +26.4% | -0.3% |
| 3M | -11.7% | -48.0% | +36.3% | -1.6% |
| 6M | -2.8% | -62.6% | +59.8% | +14.4% |
| YTD | +36.4% | -63.3% | +99.7% | +61.4% |
| 1Y | +50.0% | -58.4% | +108.4% | +69.5% |
| All | +50.0% | -60.0% | +110.0% | +69.5% |
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