+379.9%
EAT vs IONS
-11.8%
+391.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -1.0% |
| 7D | -4.0% | -26.3% | +22.3% | +1.8% |
| 30D | -2.9% | -31.9% | +29.1% | +4.8% |
| 3M | -16.9% | -48.0% | +31.1% | -5.2% |
| 6M | +57.0% | -62.6% | +119.5% | +89.6% |
| YTD | +38.2% | -63.3% | +101.5% | +67.2% |
| 1Y | +69.3% | -58.4% | +127.7% | +98.8% |
| 3Y | +483.0% | -38.2% | +521.2% | +486.6% |
| All | +379.9% | -11.8% | +391.7% | +291.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling