+19.1%
EME vs IONS
-12.9%
+32.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.4% |
| 7D | +2.7% | -8.7% | +11.4% | +2.8% |
| 30D | -6.8% | -1.6% | -5.2% | -6.9% |
| 3M | -8.8% | -24.9% | +16.1% | -10.0% |
| 6M | +5.0% | -25.7% | +30.7% | +3.8% |
| YTD | +23.5% | -29.2% | +52.7% | +23.5% |
| All | +19.1% | -12.9% | +32.0% | +20.1% |
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 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