+8.0%
ELF vs IONS
-17.7%
+25.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | 0.0% | -2.7% |
| 7D | -2.7% | -12.6% | +9.8% | -0.2% |
| 30D | +6.9% | -11.8% | +18.7% | +9.4% |
| 3M | +27.2% | -28.4% | +55.6% | +35.3% |
| 6M | +84.9% | -48.4% | +133.3% | +105.5% |
| YTD | +44.5% | -51.0% | +95.4% | +62.2% |
| 1Y | -6.8% | -48.0% | +41.3% | +3.3% |
| All | +8.0% | -17.7% | +25.7% | -4.1% |
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 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