+5,448.9%
EFX vs IONS
+440.4%
+5,008.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 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% | -26.1% |
| 3Y | -12.1% | +43.4% | -55.5% | -16.9% |
| 5Y | -33.8% | +47.0% | -80.8% | -38.2% |
| 10Y | +45.1% | +97.2% | -52.0% | +27.8% |
| All | +5,448.9% | +440.4% | +5,008.6% | +3,690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling