+127.4%
ED vs IONS
+17.3%
+110.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.4% |
| 7D | +1.6% | -9.4% | +11.1% | +2.0% |
| 30D | +13.3% | -10.7% | +24.0% | +13.7% |
| 3M | +9.7% | -27.7% | +37.4% | +10.9% |
| 6M | +12.8% | -48.7% | +61.5% | +15.3% |
| YTD | +22.3% | -50.2% | +72.5% | +25.1% |
| 1Y | +26.3% | -46.8% | +73.1% | +28.8% |
| 3Y | +45.0% | -14.8% | +59.9% | +44.4% |
| 5Y | +80.2% | +17.0% | +63.2% | +75.4% |
| All | +127.4% | +17.3% | +110.1% | +136.4% |
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