+21.0%
STM vs IONS
+47.7%
-26.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | -33.3% | -22.7% | -10.6% | -30.6% |
| 6M | +57.4% | -26.9% | +84.2% | +66.0% |
| YTD | +102.2% | -26.6% | +128.8% | +112.7% |
| 1Y | +99.6% | -2.1% | +101.7% | +93.5% |
| 3Y | +14.5% | +43.4% | -28.9% | -7.9% |
| All | +21.0% | +47.7% | -26.8% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling