+4.7%
EFX vs IONS
-34.1%
+38.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -21.4% | +20.7% | +1.1% |
| 7D | -2.2% | -24.8% | +22.7% | 0.0% |
| 30D | +29.2% | -31.5% | +60.7% | +33.1% |
| 3M | +3.5% | -45.2% | +48.6% | +8.6% |
| 6M | +7.8% | -59.1% | +66.8% | +15.6% |
| YTD | -12.4% | -60.8% | +48.4% | -6.0% |
| 1Y | -8.2% | -57.9% | +49.6% | -2.4% |
| 3Y | +4.7% | -34.5% | +39.2% | -3.0% |
| All | +4.7% | -34.1% | +38.8% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling