+141.3%
ED vs IONS
-27.6%
+168.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.1% | +9.8% | +1.1% |
| 7D | +2.1% | -30.3% | +32.4% | +3.5% |
| 30D | +12.4% | -37.7% | +50.2% | +14.4% |
| 3M | +13.1% | -50.5% | +63.6% | +16.2% |
| 6M | +14.1% | -62.8% | +76.8% | +18.4% |
| YTD | +23.1% | -64.4% | +87.4% | +27.9% |
| 1Y | +25.4% | -59.5% | +84.9% | +29.6% |
| 3Y | +47.9% | -39.2% | +87.0% | +48.9% |
| 5Y | +81.9% | -15.3% | +97.2% | +77.9% |
| 10Y | +141.3% | -31.2% | +172.4% | +138.4% |
| All | +141.3% | -27.6% | +168.9% | +138.4% |
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