+398.9%
IONS vs EFV
+248.5%
+150.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.4% | -8.7% | -8.8% |
| 7D | -30.3% | +2.1% | -32.4% | -31.9% |
| 30D | -37.7% | +3.1% | -40.8% | -39.6% |
| 3M | -50.5% | -1.3% | -49.2% | -50.3% |
| 6M | -62.8% | +6.0% | -68.8% | -64.8% |
| YTD | -64.4% | +15.8% | -80.2% | -68.6% |
| 1Y | -59.5% | +21.1% | -80.6% | -65.5% |
| 3Y | -39.2% | +91.0% | -130.2% | -64.1% |
| 5Y | -15.3% | +94.3% | -109.6% | -51.2% |
| 10Y | -31.2% | +160.4% | -191.6% | -69.0% |
| All | +398.9% | +248.5% | +150.4% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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