-67.0%
ETSY vs IONS
+53.9%
-121.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | -12.7% | -4.3% | -8.5% | -11.7% |
| 30D | -9.9% | +0.4% | -10.3% | -10.1% |
| 3M | +4.2% | -24.1% | +28.3% | +10.0% |
| 6M | +34.2% | -26.4% | +60.6% | +42.8% |
| YTD | +29.1% | -29.7% | +58.8% | +39.0% |
| 1Y | +23.8% | -13.0% | +36.9% | +25.2% |
| 3Y | +6.6% | +35.0% | -28.4% | -12.8% |
| 5Y | -67.0% | +54.2% | -121.2% | -75.6% |
| All | -67.0% | +53.9% | -121.0% | -75.6% |
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