+1,582.2%
EL vs IONS
+422.2%
+1,160.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | +0.8% | -4.8% | +5.6% | +1.2% |
| 30D | +19.8% | +7.2% | +12.6% | +19.2% |
| 3M | +25.7% | -22.7% | +48.4% | +27.9% |
| 6M | +5.4% | -26.9% | +32.3% | +7.8% |
| YTD | +0.2% | -26.6% | +26.8% | +2.3% |
| 1Y | +20.4% | -2.1% | +22.6% | +20.0% |
| 3Y | -32.1% | +43.4% | -75.6% | -35.4% |
| 5Y | -67.2% | +47.0% | -114.2% | -69.1% |
| 10Y | +31.7% | +97.2% | -65.4% | +18.3% |
| All | +1,582.2% | +422.2% | +1,160.1% | +1,168.6% |
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