+58.5%
STLD vs IONS
-59.1%
+117.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.5% | -29.4% | +29.0% | +4.4% |
| 30D | -0.1% | -35.1% | +35.1% | +6.5% |
| 3M | -9.2% | -48.9% | +39.7% | +1.7% |
| 6M | +1.8% | -62.4% | +64.2% | +19.1% |
| YTD | +42.1% | -64.2% | +106.3% | +69.3% |
| 1Y | +58.5% | -60.9% | +119.4% | +81.5% |
| All | +58.5% | -59.1% | +117.7% | +81.5% |
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