+19.3%
SYY vs IONS
+51.6%
-32.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | -2.8% | -5.3% | +2.5% | -2.3% |
| 30D | -5.3% | +0.3% | -5.5% | -5.4% |
| 3M | +5.1% | -22.9% | +28.0% | +7.1% |
| 6M | -5.0% | -23.4% | +18.4% | -3.1% |
| YTD | +10.7% | -28.3% | +39.0% | +13.5% |
| 1Y | +0.7% | -7.0% | +7.7% | +0.6% |
| 3Y | +24.0% | +37.6% | -13.6% | +15.7% |
| 5Y | +19.3% | +53.4% | -34.1% | +5.4% |
| All | +19.3% | +51.6% | -32.3% | +5.4% |
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