+24.9%
ESI vs IONS
-44.5%
+69.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -4.0% | -4.5% |
| 7D | -6.6% | -10.6% | +4.0% | -4.9% |
| 30D | -10.9% | -7.7% | -3.2% | -9.9% |
| 3M | -13.8% | -27.1% | +13.3% | -9.8% |
| 6M | -21.5% | -46.8% | +25.2% | -18.5% |
| YTD | +34.7% | -49.2% | +83.9% | +42.7% |
| 1Y | +24.9% | -44.9% | +69.8% | +28.4% |
| All | +24.9% | -44.5% | +69.4% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling