+196.8%
ECL vs IONS
+17.3%
+179.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | -0.8% | -9.4% | +8.7% | +0.5% |
| 30D | +8.1% | -10.7% | +18.9% | +9.6% |
| 3M | +6.4% | -27.7% | +34.0% | +10.6% |
| 6M | +14.8% | -48.7% | +63.5% | +24.0% |
| YTD | +15.5% | -50.2% | +65.6% | +25.0% |
| 1Y | +20.1% | -46.8% | +66.9% | +28.8% |
| 3Y | +77.8% | -14.8% | +92.6% | +74.1% |
| 5Y | +37.9% | +17.0% | +20.9% | +25.6% |
| All | +196.8% | +17.3% | +179.5% | +183.3% |
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