+125.6%
EMB vs IONS
+151.1%
-25.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 6M | -2.8% | -48.7% | +45.9% | -1.1% |
| YTD | -1.1% | -50.2% | +49.1% | +0.7% |
| 1Y | 0.0% | -46.8% | +46.8% | +1.6% |
| 3Y | +28.8% | -14.8% | +43.6% | +28.2% |
| 5Y | +6.0% | +17.0% | -11.0% | +4.1% |
| 10Y | +29.1% | +45.3% | -16.2% | +25.7% |
| All | +125.6% | +151.1% | -25.5% | +108.6% |
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