+341.4%
ELF vs IONS
+17.3%
+324.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.5% |
| 7D | +4.0% | -9.4% | +13.4% | +5.5% |
| 30D | +10.6% | -10.7% | +21.3% | +12.4% |
| 3M | +25.8% | -27.7% | +53.5% | +31.5% |
| 6M | +89.1% | -48.7% | +137.8% | +105.4% |
| YTD | +52.7% | -50.2% | +102.9% | +66.6% |
| 1Y | +51.7% | -46.8% | +98.5% | +63.7% |
| 3Y | +14.2% | -14.8% | +29.1% | +12.2% |
| 5Y | +270.7% | +17.0% | +253.7% | +246.3% |
| All | +341.4% | +17.3% | +324.1% | +309.3% |
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