+90.1%
STM vs IONS
-59.8%
+149.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.1% | +9.4% | +0.4% |
| 7D | -7.9% | -30.3% | +22.3% | -7.5% |
| 30D | -14.1% | -37.7% | +23.6% | -13.2% |
| 3M | -17.6% | -50.5% | +32.9% | -16.1% |
| 6M | -24.2% | -62.8% | +38.5% | -24.2% |
| YTD | +73.3% | -64.4% | +137.7% | +72.1% |
| 1Y | +90.1% | -59.5% | +149.6% | +85.2% |
| All | +90.1% | -59.8% | +149.9% | +85.2% |
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