+35.6%
ESI vs IONS
+17.1%
+18.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | -8.5% | -9.4% | +0.9% | -7.0% |
| 30D | -15.7% | -10.7% | -4.9% | -14.1% |
| 3M | -18.2% | -27.7% | +9.4% | -14.1% |
| 6M | -28.8% | -48.7% | +19.9% | -21.9% |
| YTD | +26.3% | -50.2% | +76.4% | +39.3% |
| 1Y | +18.2% | -46.8% | +65.0% | +28.9% |
| 3Y | +68.1% | -14.8% | +82.9% | +62.1% |
| All | +35.6% | +17.1% | +18.5% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling