+661.5%
STM vs IONS
+98.1%
+563.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +5.8% | -4.8% | +10.6% | +7.0% |
| 30D | -1.0% | +7.2% | -8.2% | -2.9% |
| 3M | -33.3% | -22.7% | -10.6% | -30.4% |
| 6M | +57.4% | -26.9% | +84.2% | +66.4% |
| YTD | +102.2% | -26.6% | +128.8% | +113.2% |
| 1Y | +99.6% | -2.1% | +101.7% | +94.7% |
| 3Y | +14.5% | +43.4% | -28.9% | -4.4% |
| 5Y | +21.4% | +47.0% | -25.6% | -2.4% |
| All | +661.5% | +98.1% | +563.5% | +505.1% |
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