+13.9%
STZ vs IONS
-46.2%
+60.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | -0.6% |
| 7D | +11.8% | -12.6% | +24.4% | +11.8% |
| 30D | +26.0% | -11.8% | +37.8% | +25.9% |
| 3M | +11.5% | -28.4% | +39.9% | +12.1% |
| 6M | -2.0% | -48.4% | +46.5% | -1.9% |
| YTD | +7.9% | -51.0% | +58.8% | +9.4% |
| 1Y | +13.9% | -48.0% | +62.0% | +14.5% |
| All | +13.9% | -46.2% | +60.1% | +14.5% |
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