+1,220.1%
ES vs IONS
+260.9%
+959.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.4% | +2.2% |
| 7D | +5.9% | -12.6% | +18.5% | +6.5% |
| 30D | +10.2% | -11.8% | +22.0% | +10.8% |
| 3M | +0.4% | -28.4% | +28.8% | +1.8% |
| 6M | +6.9% | -48.4% | +55.3% | +9.8% |
| YTD | +10.5% | -51.0% | +61.5% | +13.7% |
| 1Y | +3.2% | -48.0% | +51.2% | +5.9% |
| 3Y | +49.0% | -17.8% | +66.8% | +48.5% |
| 5Y | +4.5% | +15.2% | -10.7% | +1.7% |
| 10Y | +92.3% | +43.0% | +49.3% | +82.3% |
| All | +1,220.1% | +260.9% | +959.2% | +976.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling