+304.9%
ESI vs IONS
-27.6%
+332.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.4% | +1.1% |
| 7D | -6.6% | -30.3% | +23.6% | -0.7% |
| 30D | -9.8% | -37.7% | +27.9% | -2.0% |
| 3M | -11.9% | -50.5% | +38.6% | -0.1% |
| 6M | -25.1% | -62.8% | +37.7% | -11.3% |
| YTD | +31.9% | -64.4% | +96.3% | +57.6% |
| 1Y | +19.2% | -59.5% | +78.7% | +38.6% |
| 3Y | +76.2% | -39.2% | +115.4% | +80.8% |
| 5Y | +39.4% | -15.3% | +54.7% | +28.1% |
| 10Y | +304.9% | -31.2% | +336.1% | +281.3% |
| All | +304.9% | -27.6% | +332.5% | +281.3% |
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