+85.6%
ES vs IONS
-5.7%
+91.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -21.4% | +20.9% | +1.1% |
| 7D | -0.1% | -24.8% | +24.7% | +1.8% |
| 30D | +5.7% | -31.5% | +37.3% | +8.5% |
| 3M | -2.8% | -45.2% | +42.4% | +1.3% |
| 6M | +7.0% | -59.1% | +66.0% | +13.6% |
| YTD | +6.8% | -60.8% | +67.6% | +13.7% |
| 1Y | -0.5% | -57.9% | +57.4% | +5.3% |
| 3Y | +47.2% | -34.5% | +81.6% | +47.9% |
| 5Y | +2.3% | -8.8% | +11.1% | -1.6% |
| 10Y | +85.6% | -19.2% | +104.9% | +81.6% |
| All | +85.6% | -5.7% | +91.3% | +81.6% |
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