+16.4%
ELV vs IONS
+51.6%
-35.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | -0.3% | -5.3% | +5.0% | +0.3% |
| 30D | +2.0% | +0.3% | +1.7% | +1.9% |
| 3M | -3.5% | -22.9% | +19.4% | -1.5% |
| 6M | +40.2% | -23.4% | +63.6% | +43.1% |
| YTD | +15.8% | -28.3% | +44.2% | +19.0% |
| 1Y | +33.2% | -7.0% | +40.2% | +32.8% |
| 3Y | -6.2% | +37.6% | -43.8% | -12.4% |
| 5Y | +16.4% | +53.4% | -37.0% | +7.1% |
| All | +16.4% | +51.6% | -35.2% | +7.1% |
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 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