+61.9%
EOSE vs IONS
-36.9%
+98.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -0.9% | +3.8% |
| 7D | +9.8% | -26.3% | +36.1% | +17.2% |
| 30D | -2.1% | -31.9% | +29.9% | +7.3% |
| 3M | -54.1% | -48.0% | -6.1% | -46.0% |
| 6M | -76.9% | -62.6% | -14.4% | -70.9% |
| YTD | -83.3% | -63.3% | -20.1% | -78.9% |
| 1Y | -87.4% | -58.4% | -29.0% | -84.6% |
| 3Y | +61.9% | -38.2% | +100.1% | +69.3% |
| All | +61.9% | -36.9% | +98.7% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling