+309.3%
EAT vs IONS
-36.2%
+345.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.7% |
| 7D | -7.1% | -29.6% | +22.5% | -0.1% |
| 30D | -2.3% | -35.6% | +33.2% | +7.2% |
| 3M | -19.6% | -51.7% | +32.1% | -6.1% |
| 6M | +46.0% | -64.0% | +110.0% | +79.5% |
| YTD | +37.7% | -65.5% | +103.2% | +70.7% |
| 1Y | +73.8% | -62.4% | +136.2% | +111.1% |
| 3Y | +482.1% | -41.1% | +523.2% | +502.2% |
| 5Y | +362.5% | -16.5% | +378.9% | +324.2% |
| All | +309.3% | -36.2% | +345.5% | +312.6% |
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