+383.4%
IONS vs EFV
+247.9%
+135.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -29.6% | +0.7% | -30.3% | -30.4% |
| 30D | -35.6% | +2.0% | -37.6% | -37.0% |
| 3M | -51.7% | -1.6% | -50.1% | -51.4% |
| 6M | -64.0% | +5.8% | -69.7% | -65.8% |
| YTD | -65.5% | +15.6% | -81.1% | -69.6% |
| 1Y | -62.4% | +19.0% | -81.4% | -67.6% |
| 3Y | -41.1% | +90.7% | -131.8% | -65.2% |
| 5Y | -16.5% | +92.8% | -109.2% | -51.6% |
| 10Y | -35.8% | +160.5% | -196.4% | -71.1% |
| All | +383.4% | +247.9% | +135.5% | +45.3% |
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