+6.1%
EMB vs IONS
+17.1%
-11.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.1% | -9.4% | +9.3% | +0.4% |
| 30D | +1.3% | -10.7% | +12.0% | +1.9% |
| 3M | -2.7% | -27.7% | +24.9% | -1.2% |
| 6M | -2.8% | -48.7% | +45.9% | +0.2% |
| YTD | -1.1% | -50.2% | +49.1% | +2.0% |
| 1Y | 0.0% | -46.8% | +46.8% | +2.7% |
| 3Y | +28.8% | -14.8% | +43.6% | +27.1% |
| All | +6.1% | +17.1% | -11.0% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling