+13.0%
SYY vs IONS
-16.3%
+29.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.1% | +8.1% | -0.1% |
| 7D | +4.7% | -30.3% | +35.0% | +7.9% |
| 30D | -0.7% | -37.7% | +37.1% | +3.4% |
| 3M | -6.8% | -50.5% | +43.7% | -1.0% |
| 6M | +8.6% | -62.8% | +71.4% | +18.0% |
| YTD | +8.4% | -64.4% | +72.8% | +18.1% |
| 1Y | +7.1% | -59.5% | +66.6% | +15.1% |
| 3Y | +25.2% | -39.2% | +64.4% | +26.5% |
| 5Y | +13.0% | -15.3% | +28.3% | +6.8% |
| All | +13.0% | -16.3% | +29.3% | +6.8% |
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 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