+46.8%
STT vs IONS
-59.8%
+106.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.1% | +9.5% | +0.7% |
| 7D | +1.1% | -30.3% | +31.4% | +2.1% |
| 30D | -1.9% | -37.7% | +35.8% | -0.3% |
| 3M | -7.6% | -50.5% | +42.9% | -4.8% |
| 6M | +16.0% | -62.8% | +78.8% | +19.6% |
| YTD | +36.2% | -64.4% | +100.5% | +41.1% |
| 1Y | +46.8% | -59.5% | +106.2% | +51.9% |
| All | +46.8% | -59.8% | +106.5% | +51.9% |
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