+1,458.7%
ET vs IONS
+941.0%
+517.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.9% | -4.8% | +5.7% | +1.7% |
| 30D | +7.5% | +7.2% | +0.3% | +6.1% |
| 3M | +11.4% | -22.7% | +34.1% | +15.1% |
| 6M | +18.5% | -26.9% | +45.4% | +23.3% |
| YTD | +37.4% | -26.6% | +64.0% | +42.6% |
| 1Y | +30.9% | -2.1% | +33.1% | +29.2% |
| 3Y | +98.7% | +43.4% | +55.3% | +77.2% |
| 5Y | +230.7% | +47.0% | +183.7% | +185.7% |
| 10Y | +175.6% | +97.2% | +78.4% | +110.9% |
| All | +1,458.7% | +941.0% | +517.7% | +827.3% |
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