+13,135.4%
ECL vs IONS
+440.4%
+12,695.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.6% | -4.8% | +2.2% | -2.3% |
| 30D | -2.2% | +7.2% | -9.4% | -2.7% |
| 3M | +10.1% | -22.7% | +32.8% | +11.8% |
| 6M | -5.7% | -26.9% | +21.1% | -4.0% |
| YTD | +7.0% | -26.6% | +33.5% | +8.9% |
| 1Y | +2.7% | -2.1% | +4.8% | +2.3% |
| 3Y | +57.7% | +43.4% | +14.3% | +50.7% |
| 5Y | +31.1% | +47.0% | -15.9% | +23.8% |
| 10Y | +150.9% | +97.2% | +53.7% | +126.7% |
| All | +13,135.4% | +440.4% | +12,695.0% | +9,646.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling