+96.5%
STM vs IONS
-44.5%
+141.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.0% |
| 7D | -6.0% | -10.6% | +4.6% | -5.4% |
| 30D | -20.9% | -7.7% | -13.2% | -20.5% |
| 3M | -15.8% | -27.1% | +11.3% | -14.6% |
| 6M | -17.0% | -46.8% | +29.7% | -17.2% |
| YTD | +76.8% | -49.2% | +126.0% | +75.7% |
| 1Y | +96.5% | -44.9% | +141.4% | +92.8% |
| All | +96.5% | -44.5% | +141.0% | +92.8% |
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