+97.4%
STM vs IONS
-7.3%
+104.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +5.2% | -5.3% | +10.5% | +5.4% |
| 30D | -7.4% | +0.3% | -7.6% | -7.4% |
| 3M | -30.6% | -22.9% | -7.8% | -32.0% |
| 6M | +66.4% | -23.4% | +89.8% | +62.7% |
| YTD | +101.1% | -28.3% | +129.5% | +98.2% |
| 1Y | +97.4% | -7.0% | +104.4% | +92.7% |
| All | +97.4% | -7.3% | +104.7% | +92.7% |
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 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