-3.4%
ES vs IONS
+47.7%
-51.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.3% | -4.8% | +5.1% | +0.5% |
| 30D | -2.0% | +7.2% | -9.2% | -2.4% |
| 3M | +1.7% | -22.7% | +24.4% | +2.8% |
| 6M | -3.5% | -26.9% | +23.3% | -2.3% |
| YTD | +7.9% | -26.6% | +34.5% | +9.2% |
| 1Y | +17.2% | -2.1% | +19.3% | +16.7% |
| 3Y | +29.3% | +43.4% | -14.1% | +24.3% |
| All | -3.4% | +47.7% | -51.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling