+292.8%
STLD vs IONS
-16.3%
+309.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.1% | +12.8% | +5.0% |
| 7D | -4.7% | -30.3% | +25.6% | -0.2% |
| 30D | -0.9% | -37.7% | +36.8% | +5.4% |
| 3M | -11.9% | -50.5% | +38.6% | -3.0% |
| 6M | +0.9% | -62.8% | +63.7% | +15.1% |
| YTD | +40.4% | -64.4% | +104.8% | +61.2% |
| 1Y | +56.6% | -59.5% | +116.0% | +76.4% |
| 3Y | +125.5% | -39.2% | +164.7% | +129.8% |
| 5Y | +292.8% | -15.3% | +308.2% | +272.7% |
| All | +292.8% | -16.3% | +309.2% | +272.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling