+197.7%
ECL vs IONS
-5.7%
+203.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -21.4% | +23.4% | +4.7% |
| 7D | -0.5% | -24.8% | +24.3% | +2.7% |
| 30D | +8.8% | -31.5% | +40.4% | +13.7% |
| 3M | +7.8% | -45.2% | +53.0% | +15.8% |
| 6M | +21.3% | -59.1% | +80.4% | +34.4% |
| YTD | +17.8% | -60.8% | +78.6% | +31.1% |
| 1Y | +21.1% | -57.9% | +78.9% | +33.3% |
| 3Y | +80.1% | -34.5% | +114.5% | +81.5% |
| 5Y | +40.5% | -8.8% | +49.3% | +31.3% |
| 10Y | +197.7% | -19.2% | +217.0% | +196.9% |
| All | +197.7% | -5.7% | +203.4% | +196.9% |
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