-2.1%
EME vs IONS
-44.5%
+42.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -9.0% | -9.6% |
| 7D | -5.8% | -10.6% | +4.8% | -5.3% |
| 30D | -17.9% | -7.7% | -10.2% | -17.6% |
| 3M | -22.0% | -27.1% | +5.1% | -21.0% |
| 6M | -29.7% | -46.8% | +17.1% | -29.4% |
| YTD | +4.7% | -49.2% | +54.0% | +6.8% |
| 1Y | -2.1% | -44.9% | +42.8% | -2.7% |
| All | -2.1% | -44.5% | +42.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling