+15.9%
STZ vs IONS
-44.5%
+60.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.3% |
| 7D | +13.0% | -10.6% | +23.6% | +13.0% |
| 30D | +29.4% | -7.7% | +37.1% | +29.3% |
| 3M | +11.6% | -27.1% | +38.7% | +12.2% |
| 6M | -0.2% | -46.8% | +46.6% | 0.0% |
| YTD | +8.6% | -49.2% | +57.8% | +10.2% |
| 1Y | +15.9% | -44.9% | +60.8% | +16.1% |
| All | +15.9% | -44.5% | +60.5% | +16.1% |
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