+70.3%
ED vs IONS
+47.7%
+22.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -0.2% | -4.8% | +4.7% | -0.1% |
| 30D | -0.1% | +7.2% | -7.3% | -0.3% |
| 3M | +3.9% | -22.7% | +26.6% | +4.4% |
| 6M | -3.0% | -26.9% | +23.8% | -2.6% |
| YTD | +10.7% | -26.6% | +37.3% | +11.2% |
| 1Y | +13.3% | -2.1% | +15.5% | +13.3% |
| 3Y | +34.5% | +43.4% | -8.9% | +33.3% |
| All | +70.3% | +47.7% | +22.6% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling