+46.2%
STT vs IONS
-55.7%
+101.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -21.4% | +24.6% | +3.8% |
| 7D | +0.9% | -24.8% | +25.8% | +1.8% |
| 30D | -2.3% | -31.5% | +29.2% | -0.9% |
| 3M | -7.0% | -45.2% | +38.2% | -4.5% |
| 6M | +15.5% | -59.1% | +74.5% | +18.9% |
| YTD | +35.6% | -60.8% | +96.4% | +40.2% |
| All | +46.2% | -55.7% | +101.9% | +50.9% |
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 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