-8.1%
EFX vs IONS
-60.0%
+51.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +0.5% |
| 7D | -0.8% | -26.3% | +25.5% | +0.2% |
| 30D | +25.1% | -31.9% | +57.1% | +26.7% |
| 3M | +1.7% | -48.0% | +49.6% | +3.6% |
| 6M | +18.4% | -62.6% | +80.9% | +22.0% |
| YTD | -12.5% | -63.3% | +50.8% | -11.3% |
| 1Y | -8.1% | -58.4% | +50.3% | -8.6% |
| All | -8.1% | -60.0% | +51.9% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling