+9,818.1%
STZ vs IONS
+394.4%
+9,423.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | -4.8% | +2.9% | -1.6% |
| 30D | -1.9% | +7.2% | -9.1% | -2.4% |
| 3M | -6.2% | -22.7% | +16.4% | -4.9% |
| 6M | -14.0% | -26.9% | +12.9% | -12.4% |
| YTD | -5.1% | -26.6% | +21.5% | -3.5% |
| 1Y | -9.6% | -2.1% | -7.4% | -10.0% |
| 3Y | -47.2% | +43.4% | -90.7% | -49.8% |
| 5Y | -33.6% | +47.0% | -80.6% | -37.7% |
| 10Y | -9.8% | +97.2% | -106.9% | -19.6% |
| All | +9,818.1% | +394.4% | +9,423.8% | +7,239.0% |
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