+140.2%
STLD vs IONS
+46.3%
+93.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.1% | -4.8% | +8.0% | +3.9% |
| 30D | -9.0% | +7.2% | -16.2% | -9.9% |
| 3M | -12.4% | -22.7% | +10.3% | -9.7% |
| 6M | +25.5% | -26.9% | +52.4% | +30.3% |
| YTD | +43.6% | -26.6% | +70.2% | +49.0% |
| 1Y | +87.2% | -2.1% | +89.3% | +87.0% |
| All | +140.2% | +46.3% | +93.9% | +120.3% |
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