+265.2%
SU vs IONS
+87.6%
+177.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.1% |
| 7D | +2.2% | -6.7% | +8.9% | +3.0% |
| 30D | +8.4% | -4.1% | +12.5% | +8.8% |
| 3M | +12.1% | -26.6% | +38.7% | +15.2% |
| 6M | +19.7% | -27.5% | +47.2% | +22.9% |
| YTD | +58.4% | -31.5% | +89.9% | +63.6% |
| 1Y | +67.2% | -15.3% | +82.6% | +68.1% |
| 3Y | +125.0% | +31.3% | +93.7% | +108.1% |
| 5Y | +355.1% | +50.2% | +304.9% | +303.2% |
| All | +265.2% | +87.6% | +177.5% | +239.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling