+24.0%
SYY vs IONS
+39.5%
-15.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -2.8% | -5.3% | +2.5% | -2.5% |
| 30D | -5.3% | +0.3% | -5.5% | -5.3% |
| 3M | +5.1% | -22.9% | +28.0% | +6.3% |
| 6M | -5.0% | -23.4% | +18.4% | -3.9% |
| YTD | +10.7% | -28.3% | +39.0% | +12.3% |
| 1Y | +0.7% | -7.0% | +7.7% | +1.0% |
| 3Y | +24.0% | +37.6% | -13.6% | +22.8% |
| All | +24.0% | +39.5% | -15.5% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling