+313.8%
ELF vs IONS
+62.2%
+251.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +5.4% | -4.8% | +10.2% | +6.0% |
| 30D | +27.0% | +7.2% | +19.8% | +25.8% |
| 3M | +113.2% | -22.7% | +135.9% | +118.7% |
| 6M | +36.6% | -26.9% | +63.5% | +41.1% |
| YTD | +44.2% | -26.6% | +70.8% | +48.9% |
| 1Y | -18.0% | -2.1% | -15.9% | -18.7% |
| 3Y | -19.9% | +43.4% | -63.4% | -26.6% |
| 5Y | +257.7% | +47.0% | +210.7% | +222.4% |
| All | +313.8% | +62.2% | +251.6% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling