+357.2%
ELF vs IONS
-27.6%
+384.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.4% | +0.6% |
| 7D | +6.3% | -30.3% | +36.5% | +11.4% |
| 30D | +8.5% | -37.7% | +46.2% | +15.6% |
| 3M | +24.4% | -50.5% | +74.9% | +37.0% |
| 6M | +94.7% | -62.8% | +157.5% | +121.3% |
| YTD | +55.9% | -64.4% | +120.2% | +78.2% |
| 1Y | +48.4% | -59.5% | +107.9% | +66.4% |
| 3Y | +24.6% | -39.2% | +63.8% | +27.7% |
| 5Y | +285.0% | -15.3% | +300.4% | +272.8% |
| 10Y | +357.2% | -31.2% | +388.4% | +320.1% |
| All | +357.2% | -27.6% | +384.8% | +320.1% |
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