+39.2%
ESI vs IONS
-7.3%
+46.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +0.9% |
| 7D | +5.4% | -5.3% | +10.7% | +6.1% |
| 30D | -4.2% | +0.3% | -4.5% | -4.4% |
| 3M | -9.6% | -22.9% | +13.3% | -11.2% |
| 6M | +18.3% | -23.4% | +41.7% | +16.4% |
| YTD | +45.8% | -28.3% | +74.1% | +47.0% |
| 1Y | +39.2% | -7.0% | +46.2% | +39.0% |
| All | +39.2% | -7.3% | +46.5% | +39.0% |
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