+128.1%
EMB vs IONS
+97.5%
+30.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -21.4% | +22.0% | +1.3% |
| 7D | +0.8% | -24.8% | +25.7% | +1.6% |
| 30D | +1.5% | -31.5% | +33.0% | +2.6% |
| 3M | -1.9% | -45.2% | +43.3% | -0.3% |
| 6M | -1.6% | -59.1% | +57.4% | +0.8% |
| YTD | 0.0% | -60.8% | +60.8% | +2.5% |
| 1Y | +1.1% | -57.9% | +58.9% | +3.3% |
| 3Y | +30.9% | -34.5% | +65.4% | +31.2% |
| 5Y | +7.1% | -8.8% | +15.9% | +5.9% |
| 10Y | +31.1% | -19.2% | +50.4% | +29.3% |
| All | +128.1% | +97.5% | +30.6% | +112.3% |
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