+93.1%
ES vs IONS
-29.6%
+122.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.1% | -29.4% | +29.6% | +2.5% |
| 30D | +6.7% | -35.1% | +41.8% | +9.9% |
| 3M | +0.3% | -48.9% | +49.2% | +5.2% |
| 6M | +7.4% | -62.4% | +69.8% | +14.8% |
| YTD | +8.4% | -64.2% | +72.6% | +16.2% |
| 1Y | +0.6% | -60.9% | +61.5% | +7.1% |
| 3Y | +50.6% | -38.9% | +89.5% | +52.0% |
| 5Y | +4.8% | -15.6% | +20.4% | +1.3% |
| 10Y | +93.1% | -33.5% | +126.5% | +89.4% |
| All | +93.1% | -29.6% | +122.7% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling