+5,389.1%
STT vs IONS
+266.7%
+5,122.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.5% | -9.4% | +6.9% | -1.3% |
| 30D | -5.0% | -10.7% | +5.8% | -3.6% |
| 3M | -10.5% | -27.7% | +17.2% | -6.9% |
| 6M | +10.0% | -48.7% | +58.7% | +18.6% |
| YTD | +30.7% | -50.2% | +80.9% | +41.2% |
| 1Y | +43.8% | -46.8% | +90.6% | +53.9% |
| 3Y | +168.1% | -14.8% | +182.9% | +163.9% |
| 5Y | +101.4% | +17.0% | +84.4% | +86.9% |
| 10Y | +211.3% | +45.3% | +166.0% | +169.1% |
| All | +5,389.1% | +266.7% | +5,122.4% | +3,265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling