+25.8%
ESI vs IONS
-62.4%
+88.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.8% |
| 7D | +8.3% | -29.6% | +37.9% | +11.3% |
| 30D | -10.4% | -35.6% | +25.1% | -6.6% |
| 3M | -13.2% | -51.7% | +38.5% | -5.5% |
| 6M | -23.9% | -64.0% | +40.1% | -18.4% |
| YTD | +34.2% | -65.5% | +99.7% | +46.7% |
| All | +25.8% | -62.4% | +88.2% | +31.9% |
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