+10,430.1%
ENB vs IONS
+440.4%
+9,989.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -0.2% | -4.8% | +4.6% | 0.0% |
| 30D | -2.2% | +7.2% | -9.4% | -2.6% |
| 3M | -10.5% | -22.7% | +12.2% | -9.5% |
| 6M | -5.1% | -26.9% | +21.8% | -3.8% |
| YTD | +9.0% | -26.6% | +35.5% | +10.3% |
| 1Y | +8.2% | -2.1% | +10.3% | +7.8% |
| 3Y | +67.8% | +43.4% | +24.3% | +62.0% |
| 5Y | +69.4% | +47.0% | +22.4% | +62.0% |
| 10Y | +117.5% | +97.2% | +20.3% | +102.1% |
| All | +10,430.1% | +440.4% | +9,989.7% | +8,097.8% |
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