+5,595.5%
STT vs IONS
+188.4%
+5,407.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -21.4% | +24.6% | +5.9% |
| 7D | +0.9% | -24.8% | +25.8% | +4.2% |
| 30D | -2.3% | -31.5% | +29.2% | +2.0% |
| 3M | -7.0% | -45.2% | +38.2% | -0.3% |
| 6M | +15.5% | -59.1% | +74.5% | +27.6% |
| YTD | +35.6% | -60.8% | +96.4% | +50.4% |
| 1Y | +47.9% | -57.9% | +105.7% | +62.3% |
| 3Y | +181.1% | -34.5% | +215.6% | +184.8% |
| 5Y | +108.2% | -8.8% | +117.0% | +98.5% |
| 10Y | +201.0% | -19.2% | +220.2% | +179.2% |
| All | +5,595.5% | +188.4% | +5,407.1% | +3,483.6% |
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