+1,727.7%
STM vs IONS
+738.9%
+988.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.4% | -9.0% | -11.8% |
| 7D | -20.1% | -12.6% | -7.5% | -18.1% |
| 30D | -32.0% | -11.8% | -20.1% | -30.4% |
| 3M | -24.2% | -28.4% | +4.2% | -19.7% |
| 6M | -29.9% | -48.4% | +18.5% | -22.4% |
| YTD | +54.9% | -51.0% | +105.8% | +72.9% |
| 1Y | +68.0% | -48.0% | +116.0% | +85.4% |
| 3Y | -0.1% | -17.8% | +17.6% | -1.2% |
| 5Y | -17.9% | +15.2% | -33.1% | -24.8% |
| 10Y | +392.2% | +43.0% | +349.2% | +311.9% |
| All | +1,727.7% | +738.9% | +988.7% | +596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling