-19.5%
ELF vs IONS
+43.7%
-63.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +5.4% | -4.8% | +10.2% | +6.2% |
| 30D | +27.0% | +7.2% | +19.8% | +25.5% |
| 3M | +113.2% | -22.7% | +135.9% | +119.7% |
| 6M | +36.6% | -26.9% | +63.5% | +42.2% |
| YTD | +44.2% | -26.6% | +70.8% | +50.0% |
| 1Y | -18.0% | -2.1% | -15.9% | -19.6% |
| All | -19.5% | +43.7% | -63.2% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling