-35.2%
EFX vs IONS
+51.6%
-86.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.7% |
| 7D | -7.8% | -5.3% | -2.5% | -7.1% |
| 30D | -5.7% | +0.3% | -6.0% | -5.9% |
| 3M | +2.5% | -22.9% | +25.4% | +5.6% |
| 6M | -16.7% | -23.4% | +6.7% | -14.2% |
| YTD | -20.2% | -28.3% | +8.1% | -17.2% |
| 1Y | -31.4% | -7.0% | -24.3% | -32.1% |
| 3Y | -10.5% | +37.6% | -48.1% | -21.6% |
| 5Y | -35.2% | +53.4% | -88.6% | -46.8% |
| All | -35.2% | +51.6% | -86.8% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling