+49.9%
ENB vs IONS
+17.1%
+32.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | -5.2% | -9.4% | +4.2% | -4.7% |
| 30D | +2.2% | -10.7% | +12.9% | +2.7% |
| 3M | -8.1% | -27.7% | +19.6% | -6.6% |
| 6M | -11.2% | -48.7% | +37.5% | -8.1% |
| YTD | +2.0% | -50.2% | +52.2% | +5.5% |
| 1Y | +4.1% | -46.8% | +50.9% | +7.2% |
| 3Y | +64.7% | -14.8% | +79.6% | +61.9% |
| All | +49.9% | +17.1% | +32.8% | +44.5% |
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