+197.1%
ESI vs IONS
-3.9%
+201.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -21.4% | +26.5% | +9.4% |
| 7D | -3.5% | -24.8% | +21.4% | +1.4% |
| 30D | -9.3% | -31.5% | +22.3% | -2.9% |
| 3M | -12.8% | -45.2% | +32.4% | -2.7% |
| 6M | -24.6% | -59.1% | +34.4% | -11.9% |
| YTD | +32.7% | -60.8% | +93.6% | +56.6% |
| 1Y | +20.3% | -57.9% | +78.2% | +39.6% |
| 3Y | +80.2% | -34.5% | +114.7% | +83.5% |
| 5Y | +40.0% | -8.8% | +48.8% | +28.2% |
| 10Y | +310.8% | -19.2% | +330.0% | +257.9% |
| All | +197.1% | -3.9% | +201.1% | +151.6% |
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