+172.0%
ET vs IONS
-27.6%
+199.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.1% | +10.8% | +3.0% |
| 7D | -1.9% | -30.3% | +28.4% | +2.4% |
| 30D | -3.1% | -37.7% | +34.7% | +2.6% |
| 3M | -3.9% | -50.5% | +46.6% | +4.8% |
| 6M | +4.0% | -62.8% | +66.8% | +17.1% |
| YTD | +26.4% | -64.4% | +90.8% | +42.9% |
| 1Y | +24.9% | -59.5% | +84.4% | +38.4% |
| 3Y | +85.2% | -39.2% | +124.4% | +86.7% |
| 5Y | +218.3% | -15.3% | +233.6% | +194.2% |
| 10Y | +172.0% | -31.2% | +203.1% | +161.4% |
| All | +172.0% | -27.6% | +199.6% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling