+52.0%
STT vs IONS
-44.5%
+96.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.2% |
| 7D | -0.1% | -10.6% | +10.5% | +0.6% |
| 30D | -1.7% | -7.7% | +6.0% | -1.2% |
| 3M | -6.4% | -27.1% | +20.7% | -4.7% |
| 6M | +17.7% | -46.8% | +64.5% | +20.1% |
| YTD | +36.9% | -49.2% | +86.1% | +40.4% |
| 1Y | +52.0% | -44.9% | +96.9% | +55.5% |
| All | +52.0% | -44.5% | +96.6% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling