-9.6%
STZ vs IONS
-2.1%
-7.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | -4.8% | +2.9% | -1.8% |
| 30D | -1.9% | +7.2% | -9.1% | -2.2% |
| 3M | -6.2% | -22.7% | +16.4% | -6.4% |
| 6M | -14.0% | -26.9% | +12.9% | -13.1% |
| YTD | -5.1% | -26.6% | +21.5% | -4.3% |
| 1Y | -9.6% | -2.1% | -7.4% | -17.2% |
| All | -9.6% | -2.1% | -7.5% | -17.2% |
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