+1.1%
STZ vs IONS
+17.3%
-16.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +4.9% | -9.4% | +14.3% | +5.8% |
| 30D | +20.9% | -10.7% | +31.6% | +22.0% |
| 3M | +8.0% | -27.7% | +35.6% | +11.0% |
| 6M | -5.3% | -48.7% | +43.4% | 0.0% |
| YTD | +5.9% | -50.2% | +56.1% | +12.0% |
| 1Y | +14.2% | -46.8% | +61.0% | +19.9% |
| 3Y | -37.0% | -14.8% | -22.1% | -38.3% |
| 5Y | -29.7% | +17.0% | -46.7% | -35.3% |
| All | +1.1% | +17.3% | -16.2% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling