+418.9%
EME vs IONS
-11.8%
+430.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.1% |
| 7D | +8.4% | -26.3% | +34.6% | +10.8% |
| 30D | -11.5% | -31.9% | +20.5% | -8.7% |
| 3M | -20.6% | -48.0% | +27.4% | -16.0% |
| 6M | -28.5% | -62.6% | +34.1% | -22.2% |
| YTD | +8.0% | -63.3% | +71.3% | +17.7% |
| 1Y | +6.8% | -58.4% | +65.1% | +14.6% |
| 3Y | +213.9% | -38.2% | +252.1% | +209.6% |
| All | +418.9% | -11.8% | +430.7% | +380.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling