+11,247.2%
STZ vs IONS
+241.7%
+11,005.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.4% |
| 7D | +13.0% | -10.6% | +23.6% | +13.9% |
| 30D | +29.4% | -7.7% | +37.1% | +30.1% |
| 3M | +11.6% | -27.1% | +38.7% | +14.0% |
| 6M | -0.2% | -46.8% | +46.6% | +3.9% |
| YTD | +8.6% | -49.2% | +57.8% | +13.3% |
| 1Y | +15.9% | -44.9% | +60.8% | +20.2% |
| 3Y | -35.4% | -14.9% | -20.5% | -36.2% |
| 5Y | -26.9% | +15.9% | -42.8% | -30.3% |
| 10Y | +7.8% | +48.0% | -40.2% | -1.9% |
| All | +11,247.2% | +241.7% | +11,005.5% | +8,516.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling