-60.8%
EOSE vs IONS
+14.1%
-74.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | +0.1% |
| 7D | +1.8% | -6.7% | +8.5% | +4.7% |
| 30D | -6.8% | -4.1% | -2.7% | -5.3% |
| 3M | -36.3% | -26.6% | -9.7% | -29.8% |
| 6M | -38.8% | -27.5% | -11.2% | -32.1% |
| YTD | -65.5% | -31.5% | -34.1% | -60.9% |
| 1Y | -45.3% | -15.3% | -29.9% | -43.6% |
| 3Y | +44.2% | +31.3% | +12.9% | +9.1% |
| 5Y | -69.5% | +50.2% | -119.7% | -78.9% |
| All | -60.8% | +14.1% | -74.9% | -62.9% |
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 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