+29.7%
EMB vs IONS
+88.4%
-58.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +0.3% | -5.3% | +5.6% | +0.5% |
| 30D | -0.5% | +0.3% | -0.8% | -0.5% |
| 3M | +0.3% | -22.9% | +23.2% | +1.3% |
| 6M | +1.2% | -23.4% | +24.6% | +2.2% |
| YTD | +1.5% | -28.3% | +29.8% | +2.7% |
| 1Y | +4.8% | -7.0% | +11.8% | +4.7% |
| 3Y | +30.4% | +37.6% | -7.3% | +26.2% |
| 5Y | +7.3% | +53.4% | -46.1% | +2.5% |
| 10Y | +29.7% | +83.9% | -54.2% | +25.1% |
| All | +29.7% | +88.4% | -58.7% | +25.1% |
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