+201.0%
STT vs IONS
-5.7%
+206.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -21.4% | +24.6% | +6.7% |
| 7D | +0.9% | -24.8% | +25.8% | +5.2% |
| 30D | -2.3% | -31.5% | +29.2% | +3.3% |
| 3M | -7.0% | -45.2% | +38.2% | +2.0% |
| 6M | +15.5% | -59.1% | +74.5% | +31.7% |
| YTD | +35.6% | -60.8% | +96.4% | +55.5% |
| 1Y | +47.9% | -57.9% | +105.7% | +67.1% |
| 3Y | +181.1% | -34.5% | +215.6% | +182.3% |
| 5Y | +108.2% | -8.8% | +117.0% | +89.1% |
| 10Y | +201.0% | -19.2% | +220.2% | +176.5% |
| All | +201.0% | -5.7% | +206.7% | +176.5% |
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 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