+1,682.6%
EL vs IONS
+254.3%
+1,428.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | +0.8% | -9.4% | +10.2% | +1.6% |
| 30D | +16.5% | -10.7% | +27.3% | +17.6% |
| 3M | +29.2% | -27.7% | +56.8% | +32.6% |
| 6M | +27.9% | -48.7% | +76.6% | +34.5% |
| YTD | +6.2% | -50.2% | +56.4% | +11.9% |
| 1Y | +27.2% | -46.8% | +74.0% | +33.3% |
| 3Y | +3.2% | -14.8% | +18.1% | +2.8% |
| 5Y | -66.0% | +17.0% | -83.0% | -67.3% |
| 10Y | +58.3% | +45.3% | +13.0% | +46.1% |
| All | +1,682.6% | +254.3% | +1,428.3% | +1,287.5% |
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 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