-81.0%
EOSE vs IONS
-38.8%
-42.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -0.9% | +3.0% |
| 7D | +9.8% | -26.3% | +36.1% | +21.4% |
| 30D | -2.1% | -31.9% | +29.9% | +12.3% |
| 3M | -54.1% | -48.0% | -6.1% | -41.6% |
| 6M | -76.9% | -62.6% | -14.4% | -67.4% |
| YTD | -83.3% | -63.3% | -20.1% | -76.2% |
| 1Y | -87.4% | -58.4% | -29.0% | -83.0% |
| 3Y | +61.9% | -38.2% | +100.1% | +69.5% |
| 5Y | -82.1% | -11.1% | -71.0% | -85.1% |
| All | -81.0% | -38.8% | -42.2% | -77.4% |
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