+761.8%
EEM vs IONS
+661.6%
+100.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +0.7% | -29.4% | +30.1% | +5.9% |
| 30D | -6.2% | -35.1% | +28.9% | -0.1% |
| 3M | -5.2% | -48.9% | +43.7% | +4.7% |
| 6M | -8.1% | -62.4% | +54.3% | +5.7% |
| YTD | +14.0% | -64.2% | +78.2% | +32.0% |
| 1Y | +13.8% | -60.9% | +74.7% | +29.8% |
| 3Y | +73.7% | -38.9% | +112.6% | +78.1% |
| 5Y | +34.6% | -15.6% | +50.1% | +26.8% |
| 10Y | +123.6% | -33.5% | +157.0% | +103.4% |
| All | +761.8% | +661.6% | +100.2% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling