+41.0%
EFX vs IONS
+84.6%
-43.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.9% |
| 7D | -9.4% | -8.7% | -0.7% | -8.3% |
| 30D | -6.9% | -1.6% | -5.3% | -6.8% |
| 3M | +0.1% | -24.9% | +25.0% | +3.2% |
| 6M | -17.3% | -25.7% | +8.3% | -14.7% |
| YTD | -21.8% | -29.2% | +7.4% | -19.0% |
| 1Y | -32.5% | -13.0% | -19.5% | -32.3% |
| 3Y | -12.3% | +35.9% | -48.3% | -20.2% |
| 5Y | -36.6% | +54.5% | -91.1% | -44.2% |
| 10Y | +41.0% | +93.1% | -52.1% | +24.6% |
| All | +41.0% | +84.6% | -43.5% | +24.6% |
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