+47.3%
STLD vs IONS
-47.1%
+94.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -11.1% | -9.4% | -1.7% | -9.3% |
| 30D | -4.8% | -10.7% | +6.0% | -2.7% |
| 3M | -14.6% | -27.7% | +13.1% | -9.0% |
| 6M | -7.4% | -48.7% | +41.3% | +4.4% |
| YTD | +32.6% | -50.2% | +82.7% | +50.8% |
| 1Y | +47.3% | -46.8% | +94.1% | +64.1% |
| All | +47.3% | -47.1% | +94.5% | +64.1% |
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 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