+463.1%
STM vs IONS
-29.6%
+492.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +1.4% | -29.4% | +30.9% | +9.2% |
| 30D | -8.4% | -35.1% | +26.8% | +0.7% |
| 3M | -15.8% | -48.9% | +33.1% | -2.2% |
| 6M | -22.8% | -62.4% | +39.6% | -5.0% |
| YTD | +79.4% | -64.2% | +143.5% | +123.5% |
| 1Y | +97.0% | -60.9% | +157.9% | +139.3% |
| 3Y | +14.2% | -38.9% | +53.1% | +16.2% |
| 5Y | -4.5% | -15.6% | +11.1% | -14.4% |
| 10Y | +463.1% | -33.5% | +496.5% | +433.7% |
| All | +463.1% | -29.6% | +492.7% | +433.7% |
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 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