+284.8%
ELF vs IONS
-11.1%
+295.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -21.4% | +24.1% | +6.9% |
| 7D | +7.8% | -24.8% | +32.7% | +13.2% |
| 30D | +9.3% | -31.5% | +40.8% | +16.9% |
| 3M | +21.2% | -45.2% | +66.4% | +35.4% |
| 6M | +96.1% | -59.1% | +155.2% | +129.0% |
| YTD | +57.0% | -60.8% | +117.8% | +84.9% |
| 1Y | +61.9% | -57.9% | +119.7% | +87.2% |
| 3Y | +20.0% | -34.5% | +54.5% | +19.8% |
| 5Y | +284.8% | -8.8% | +293.6% | +243.0% |
| All | +284.8% | -11.1% | +295.9% | +243.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling