+153.2%
ECL vs IONS
+88.4%
+64.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -0.8% | -5.3% | +4.5% | -0.1% |
| 30D | -2.5% | +0.3% | -2.7% | -2.6% |
| 3M | +8.3% | -22.9% | +31.2% | +11.3% |
| 6M | -1.1% | -23.4% | +22.3% | +1.6% |
| YTD | +6.5% | -28.3% | +34.8% | +10.2% |
| 1Y | +2.1% | -7.0% | +9.1% | +1.9% |
| 3Y | +57.6% | +37.6% | +20.0% | +44.7% |
| 5Y | +28.1% | +53.4% | -25.3% | +13.1% |
| 10Y | +153.2% | +83.9% | +69.3% | +120.4% |
| All | +153.2% | +88.4% | +64.8% | +120.4% |
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 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