+72.1%
EEM vs IONS
-34.1%
+106.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -21.4% | +24.2% | +4.5% |
| 7D | -0.1% | -24.8% | +24.7% | +1.8% |
| 30D | -8.6% | -31.5% | +22.9% | -6.1% |
| 3M | -7.0% | -45.2% | +38.2% | -2.8% |
| 6M | -9.7% | -59.1% | +49.4% | -3.9% |
| YTD | +12.1% | -60.8% | +72.9% | +19.8% |
| 1Y | +14.1% | -57.9% | +71.9% | +21.0% |
| 3Y | +72.1% | -34.5% | +106.6% | +69.7% |
| All | +72.1% | -34.1% | +106.3% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling