-29.3%
STZ vs IONS
-14.9%
-14.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -0.9% | -29.4% | +28.5% | +0.2% |
| 30D | +14.9% | -35.1% | +50.1% | +16.7% |
| 3M | +8.4% | -48.9% | +57.3% | +11.3% |
| 6M | +2.8% | -62.4% | +65.2% | +6.8% |
| YTD | +7.5% | -64.2% | +71.7% | +12.0% |
| 1Y | +12.5% | -60.9% | +73.4% | +16.6% |
| 3Y | -35.4% | -38.9% | +3.5% | -35.9% |
| 5Y | -29.3% | -15.6% | -13.7% | -32.6% |
| All | -29.3% | -14.9% | -14.4% | -32.6% |
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