+224.6%
ESI vs IONS
+80.0%
+144.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +3.3% | -4.8% | +8.2% | +4.3% |
| 30D | -5.9% | +7.2% | -13.1% | -7.4% |
| 3M | -14.1% | -22.7% | +8.6% | -10.8% |
| 6M | +6.6% | -26.9% | +33.5% | +12.0% |
| YTD | +45.0% | -26.6% | +71.6% | +52.2% |
| 1Y | +41.5% | -2.1% | +43.6% | +39.5% |
| 3Y | +78.8% | +43.4% | +35.3% | +56.1% |
| 5Y | +70.9% | +47.0% | +23.9% | +43.3% |
| 10Y | +317.1% | +97.2% | +219.9% | +203.0% |
| All | +224.6% | +80.0% | +144.6% | +144.6% |
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