-32.8%
STZ vs IONS
+47.7%
-80.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | -4.8% | +2.9% | -1.7% |
| 30D | -1.9% | +7.2% | -9.1% | -2.3% |
| 3M | -6.2% | -22.7% | +16.4% | -5.3% |
| 6M | -14.0% | -26.9% | +12.9% | -12.9% |
| YTD | -5.1% | -26.6% | +21.5% | -3.9% |
| 1Y | -9.6% | -2.1% | -7.4% | -10.0% |
| 3Y | -47.2% | +43.4% | -90.7% | -50.0% |
| All | -32.8% | +47.7% | -80.5% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling