+239.2%
STRL vs IONS
-16.4%
+255.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.2% |
| 7D | -26.9% | -9.4% | -17.5% | -25.8% |
| 30D | -52.7% | -10.7% | -41.9% | -51.8% |
| 3M | -52.8% | -27.7% | -25.2% | -50.7% |
| 6M | -71.5% | -48.7% | -22.8% | -69.2% |
| YTD | -17.4% | -50.2% | +32.7% | -10.5% |
| 1Y | -35.0% | -46.8% | +11.8% | -30.2% |
| 3Y | +239.2% | -14.8% | +254.1% | +225.9% |
| All | +239.2% | -16.4% | +255.6% | +225.9% |
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