+321.6%
ESI vs IONS
-36.2%
+357.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.4% |
| 7D | +8.3% | -29.6% | +37.9% | +14.9% |
| 30D | -10.4% | -35.6% | +25.1% | -3.3% |
| 3M | -13.2% | -51.7% | +38.5% | -1.0% |
| 6M | -23.9% | -64.0% | +40.1% | -9.2% |
| YTD | +34.2% | -65.5% | +99.7% | +61.6% |
| 1Y | +22.2% | -62.4% | +84.7% | +44.6% |
| 3Y | +79.2% | -41.1% | +120.3% | +85.1% |
| 5Y | +38.1% | -16.5% | +54.6% | +26.9% |
| All | +321.6% | -36.2% | +357.8% | +301.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling