+60.0%
EL vs IONS
-5.7%
+65.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -21.4% | +24.2% | +6.2% |
| 7D | +8.0% | -24.8% | +32.8% | +12.3% |
| 30D | +15.4% | -31.5% | +46.9% | +21.8% |
| 3M | +28.5% | -45.2% | +73.7% | +40.4% |
| 6M | +32.2% | -59.1% | +91.3% | +49.9% |
| YTD | +9.2% | -60.8% | +70.0% | +24.6% |
| 1Y | +30.8% | -57.9% | +88.6% | +47.4% |
| 3Y | +3.7% | -34.5% | +38.2% | +5.7% |
| 5Y | -64.8% | -8.8% | -56.0% | -66.8% |
| 10Y | +60.0% | -19.2% | +79.3% | +55.3% |
| All | +60.0% | -5.7% | +65.7% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling