+196.5%
ECL vs IONS
-29.6%
+226.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.3% | -29.4% | +27.2% | +1.7% |
| 30D | +8.3% | -35.1% | +43.4% | +13.8% |
| 3M | +8.4% | -48.9% | +57.3% | +17.4% |
| 6M | +23.3% | -62.4% | +85.7% | +38.0% |
| YTD | +18.2% | -64.2% | +82.4% | +33.0% |
| 1Y | +18.8% | -60.9% | +79.7% | +32.0% |
| 3Y | +78.5% | -38.9% | +117.4% | +81.3% |
| 5Y | +40.1% | -15.6% | +55.7% | +32.0% |
| 10Y | +196.5% | -33.5% | +229.9% | +197.5% |
| All | +196.5% | -29.6% | +226.1% | +197.5% |
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