+7,282.2%
STRL vs IONS
+98.1%
+7,184.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | -4.8% | +8.2% | +4.2% |
| 30D | -9.2% | +7.2% | -16.4% | -10.4% |
| 3M | -51.0% | -22.7% | -28.4% | -49.6% |
| 6M | +15.8% | -26.9% | +42.7% | +20.3% |
| YTD | +58.9% | -26.6% | +85.4% | +64.9% |
| 1Y | +68.5% | -2.1% | +70.6% | +66.2% |
| 3Y | +485.2% | +43.4% | +441.8% | +420.0% |
| 5Y | +2,005.1% | +47.0% | +1,958.1% | +1,714.0% |
| All | +7,282.2% | +98.1% | +7,184.2% | +6,376.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling