+465.1%
STM vs IONS
-32.1%
+497.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -1.0% |
| 7D | +12.0% | -26.3% | +38.3% | +19.1% |
| 30D | -0.4% | -31.9% | +31.6% | +8.2% |
| 3M | -13.2% | -48.0% | +34.8% | +0.5% |
| 6M | -26.1% | -62.6% | +36.5% | -8.8% |
| YTD | +81.2% | -63.3% | +144.4% | +124.5% |
| 1Y | +98.3% | -58.4% | +156.7% | +137.1% |
| 3Y | +16.7% | -38.2% | +54.9% | +18.5% |
| 5Y | -4.8% | -11.1% | +6.3% | -16.1% |
| All | +465.1% | -32.1% | +497.2% | +436.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling