+41.8%
ES vs IONS
-16.4%
+58.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.0% |
| 7D | +1.9% | -9.4% | +11.3% | +2.3% |
| 30D | +7.1% | -10.7% | +17.8% | +7.6% |
| 3M | -1.9% | -27.7% | +25.7% | -0.5% |
| 6M | +4.4% | -48.7% | +53.1% | +7.5% |
| YTD | +7.3% | -50.2% | +57.5% | +10.6% |
| 1Y | +2.1% | -46.8% | +48.9% | +4.8% |
| 3Y | +41.8% | -14.8% | +56.7% | +37.0% |
| All | +41.8% | -16.4% | +58.2% | +37.0% |
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