+47.2%
ES vs IONS
-34.1%
+81.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -21.4% | +20.9% | +0.5% |
| 7D | -0.1% | -24.8% | +24.7% | +1.1% |
| 30D | +5.7% | -31.5% | +37.3% | +7.4% |
| 3M | -2.8% | -45.2% | +42.4% | -0.2% |
| 6M | +7.0% | -59.1% | +66.0% | +11.2% |
| YTD | +6.8% | -60.8% | +67.6% | +11.1% |
| 1Y | -0.5% | -57.9% | +57.4% | +3.1% |
| 3Y | +47.2% | -34.5% | +81.6% | +44.4% |
| All | +47.2% | -34.1% | +81.3% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling