+60,787.5%
EME vs IONS
+1,033.5%
+59,754.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.9% | -4.8% | +6.7% | +2.4% |
| 30D | -8.3% | +7.2% | -15.5% | -9.1% |
| 3M | -10.7% | -22.7% | +11.9% | -8.8% |
| 6M | +1.9% | -26.9% | +28.8% | +4.7% |
| YTD | +23.5% | -26.6% | +50.0% | +26.8% |
| 1Y | +18.0% | -2.1% | +20.1% | +16.9% |
| 3Y | +236.1% | +43.4% | +192.7% | +212.1% |
| 5Y | +527.9% | +47.0% | +480.9% | +470.9% |
| 10Y | +1,252.8% | +97.2% | +1,155.6% | +1,043.1% |
| All | +60,787.5% | +1,033.5% | +59,754.0% | +42,129.9% |
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 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