+132.3%
EEM vs IONS
+84.6%
+47.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +2.0% | -8.7% | +10.6% | +3.1% |
| 30D | +5.1% | -1.6% | +6.7% | +5.2% |
| 3M | +4.6% | -24.9% | +29.5% | +7.5% |
| 6M | +17.8% | -25.7% | +43.4% | +21.2% |
| YTD | +25.8% | -29.2% | +55.0% | +30.2% |
| 1Y | +36.4% | -13.0% | +49.4% | +37.2% |
| 3Y | +90.0% | +35.9% | +54.1% | +75.0% |
| 5Y | +46.6% | +54.5% | -7.9% | +29.6% |
| 10Y | +132.3% | +93.1% | +39.1% | +105.7% |
| All | +132.3% | +84.6% | +47.7% | +105.7% |
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