+183.1%
STT vs IONS
-36.9%
+219.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -0.6% |
| 7D | +4.8% | -26.3% | +31.0% | +6.9% |
| 30D | +3.9% | -31.9% | +35.9% | +6.8% |
| 3M | -8.2% | -48.0% | +39.8% | -3.4% |
| 6M | +15.6% | -62.6% | +78.2% | +24.4% |
| YTD | +37.6% | -63.3% | +100.9% | +48.3% |
| 1Y | +50.1% | -58.4% | +108.5% | +59.6% |
| 3Y | +183.1% | -38.2% | +221.3% | +173.7% |
| All | +183.1% | -36.9% | +219.9% | +173.7% |
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