+2,412.4%
ED vs IONS
+440.4%
+1,972.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | -3.0% | -26.9% | +23.8% | -2.4% |
| YTD | +10.7% | -26.6% | +37.3% | +11.4% |
| 1Y | +13.3% | -2.1% | +15.5% | +13.2% |
| 3Y | +34.5% | +43.4% | -8.9% | +32.1% |
| 5Y | +67.1% | +47.0% | +20.2% | +63.4% |
| 10Y | +103.0% | +97.2% | +5.9% | +94.7% |
| All | +2,412.4% | +440.4% | +1,972.0% | +2,132.5% |
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