+125.5%
STLD vs IONS
-40.7%
+166.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.1% | +12.8% | +4.9% |
| 7D | -4.7% | -30.3% | +25.6% | -0.4% |
| 30D | -0.9% | -37.7% | +36.8% | +5.1% |
| 3M | -11.9% | -50.5% | +38.6% | -3.4% |
| 6M | +0.9% | -62.8% | +63.7% | +14.6% |
| YTD | +40.4% | -64.4% | +104.8% | +60.5% |
| 1Y | +56.6% | -59.5% | +116.0% | +75.9% |
| 3Y | +125.5% | -39.2% | +164.7% | +122.3% |
| All | +125.5% | -40.7% | +166.2% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling