-7.7%
EFX vs IONS
+42.9%
-50.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | -8.6% | -4.8% | -3.8% | -8.3% |
| 30D | +0.1% | +7.2% | -7.1% | -0.6% |
| 3M | +3.8% | -22.7% | +26.5% | +5.8% |
| 6M | -13.5% | -26.9% | +13.4% | -11.6% |
| YTD | -17.7% | -26.6% | +8.9% | -16.0% |
| 1Y | -25.6% | -2.1% | -23.4% | -26.7% |
| All | -7.7% | +42.9% | -50.6% | -17.0% |
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