+16.1%
EL vs IONS
-7.3%
+23.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.7% |
| 7D | +1.7% | -5.3% | +7.0% | +2.6% |
| 30D | +15.5% | +0.3% | +15.2% | +15.7% |
| 3M | +20.6% | -22.9% | +43.4% | +22.2% |
| 6M | +10.5% | -23.4% | +33.9% | +12.3% |
| YTD | -1.9% | -28.3% | +26.4% | +1.6% |
| 1Y | +16.1% | -7.0% | +23.1% | +18.0% |
| All | +16.1% | -7.3% | +23.4% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling