+301.7%
ELF vs IONS
-32.1%
+333.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.4% | -2.5% | +3.0% |
| 7D | +1.6% | -26.3% | +27.9% | +5.4% |
| 30D | +9.1% | -31.9% | +41.1% | +14.6% |
| 3M | +28.2% | -48.0% | +76.2% | +39.7% |
| 6M | +119.5% | -62.6% | +182.1% | +148.4% |
| YTD | +55.2% | -63.3% | +118.4% | +75.9% |
| 1Y | +58.6% | -58.4% | +117.0% | +76.5% |
| 3Y | +21.3% | -38.2% | +59.5% | +23.8% |
| 5Y | +276.2% | -11.1% | +287.3% | +263.2% |
| All | +301.7% | -32.1% | +333.8% | +304.3% |
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