+3.8%
EL vs IONS
-36.9%
+40.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.1% |
| 7D | +1.5% | -26.3% | +27.8% | +5.8% |
| 30D | +10.0% | -31.9% | +41.9% | +16.2% |
| 3M | +28.4% | -48.0% | +76.4% | +41.8% |
| 6M | +37.1% | -62.6% | +99.6% | +58.1% |
| YTD | +7.8% | -63.3% | +71.1% | +24.7% |
| 1Y | +26.0% | -58.4% | +84.4% | +42.6% |
| 3Y | +3.8% | -38.2% | +42.0% | +2.5% |
| All | +3.8% | -36.9% | +40.7% | +2.5% |
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