-2.1%
ELV vs IONS
-36.9%
+34.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.6% |
| 7D | +1.0% | -26.3% | +27.2% | +3.5% |
| 30D | +0.4% | -31.9% | +32.3% | +3.6% |
| 3M | +8.4% | -48.0% | +56.4% | +14.5% |
| 6M | +8.4% | -62.6% | +71.0% | +17.5% |
| YTD | +24.4% | -63.3% | +87.6% | +34.7% |
| 1Y | +33.5% | -58.4% | +91.9% | +42.7% |
| 3Y | -2.1% | -38.2% | +36.1% | -0.1% |
| All | -2.1% | -36.9% | +34.8% | -0.1% |
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