+79.7%
EFX vs IONS
-32.1%
+111.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.2% |
| 7D | -0.8% | -26.3% | +25.5% | +3.1% |
| 30D | +25.1% | -31.9% | +57.1% | +31.4% |
| 3M | +1.7% | -48.0% | +49.6% | +10.7% |
| 6M | +18.4% | -62.6% | +80.9% | +34.1% |
| YTD | -12.5% | -63.3% | +50.8% | -0.9% |
| 1Y | -8.1% | -58.4% | +50.3% | +2.0% |
| 3Y | +4.8% | -38.2% | +43.0% | +5.6% |
| 5Y | -30.1% | -11.1% | -19.0% | -34.7% |
| All | +79.7% | -32.1% | +111.8% | +70.1% |
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