+4.9%
STM vs IONS
-16.4%
+21.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.1% |
| 7D | -10.7% | -9.4% | -1.3% | -9.1% |
| 30D | -25.7% | -10.7% | -15.0% | -24.2% |
| 3M | -21.6% | -27.7% | +6.1% | -17.2% |
| 6M | -27.8% | -48.7% | +20.9% | -20.1% |
| YTD | +61.8% | -50.2% | +111.9% | +79.7% |
| 1Y | +78.1% | -46.8% | +124.9% | +94.5% |
| 3Y | +4.9% | -14.8% | +19.7% | -9.3% |
| All | +4.9% | -16.4% | +21.3% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling