+1,296.6%
ET vs IONS
+606.5%
+690.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -7.9% | -9.4% | +1.6% | -6.4% |
| 30D | -5.9% | -10.7% | +4.8% | -4.4% |
| 3M | -5.2% | -27.7% | +22.4% | -0.6% |
| 6M | +0.3% | -48.7% | +49.0% | +10.2% |
| YTD | +23.1% | -50.2% | +73.3% | +35.5% |
| 1Y | +22.7% | -46.8% | +69.5% | +33.5% |
| 3Y | +75.4% | -14.8% | +90.2% | +70.4% |
| 5Y | +202.6% | +17.0% | +185.6% | +170.6% |
| 10Y | +213.0% | +45.3% | +167.7% | +151.3% |
| All | +1,296.6% | +606.5% | +690.2% | +781.2% |
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