+182.6%
ESI vs IONS
+22.2%
+160.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | -8.5% | -9.4% | +0.9% | -6.6% |
| 30D | -15.7% | -10.7% | -4.9% | -13.8% |
| 3M | -18.2% | -27.7% | +9.4% | -13.0% |
| 6M | -28.8% | -48.7% | +19.9% | -19.9% |
| YTD | +26.3% | -50.2% | +76.4% | +43.1% |
| 1Y | +18.2% | -46.8% | +65.0% | +32.1% |
| 3Y | +68.1% | -14.8% | +82.9% | +63.8% |
| 5Y | +28.8% | +17.0% | +11.8% | +13.1% |
| 10Y | +329.8% | +45.3% | +284.5% | +232.6% |
| All | +182.6% | +22.2% | +160.5% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling