+28.8%
EMB vs IONS
-16.4%
+45.2%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -0.1% | -9.4% | +9.3% | +0.2% |
| 30D | +1.3% | -10.7% | +12.0% | +1.6% |
| 3M | -2.7% | -27.7% | +24.9% | -1.9% |
| 6M | -2.8% | -48.7% | +45.9% | -1.2% |
| YTD | -1.1% | -50.2% | +49.1% | +0.5% |
| 1Y | 0.0% | -46.8% | +46.8% | +1.4% |
| 3Y | +28.8% | -14.8% | +43.6% | +26.8% |
| All | +28.8% | -16.4% | +45.2% | +26.8% |
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