+1,344.7%
EME vs IONS
+87.6%
+1,257.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.7% |
| 7D | +3.5% | -6.7% | +10.2% | +4.6% |
| 30D | -6.3% | -4.1% | -2.2% | -5.9% |
| 3M | -3.8% | -26.6% | +22.8% | -0.3% |
| 6M | +8.5% | -27.5% | +36.0% | +12.5% |
| YTD | +27.8% | -31.5% | +59.3% | +33.6% |
| 1Y | +22.2% | -15.3% | +37.6% | +23.2% |
| 3Y | +253.5% | +31.3% | +222.2% | +219.9% |
| 5Y | +578.6% | +50.2% | +528.4% | +481.7% |
| All | +1,344.7% | +87.6% | +1,257.0% | +1,073.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling