+62.7%
EMR vs IONS
+47.7%
+15.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.5% | -4.8% | +3.3% | -0.9% |
| 30D | -5.6% | +7.2% | -12.8% | -6.5% |
| 3M | +7.9% | -22.7% | +30.6% | +10.5% |
| 6M | +6.0% | -26.9% | +32.9% | +9.3% |
| YTD | +16.4% | -26.6% | +43.0% | +19.9% |
| 1Y | +16.6% | -2.1% | +18.7% | +15.9% |
| 3Y | +62.9% | +43.4% | +19.4% | +49.0% |
| All | +62.7% | +47.7% | +15.0% | +48.0% |
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 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