-27.0%
ETHA vs IONS
+6.8%
-33.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +3.6% |
| 7D | +3.5% | -6.7% | +10.1% | +4.4% |
| 30D | +35.3% | -4.1% | +39.4% | +35.8% |
| 3M | +50.9% | -26.6% | +77.4% | +56.3% |
| 6M | +22.1% | -27.5% | +49.6% | +26.7% |
| YTD | -14.6% | -31.5% | +16.9% | -10.8% |
| 1Y | -42.8% | -15.3% | -27.4% | -42.6% |
| All | -27.0% | +6.8% | -33.8% | -28.9% |
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