+131.6%
EW vs IONS
+98.1%
+33.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -4.8% | +4.5% | +0.6% |
| 30D | +1.0% | +7.2% | -6.2% | -0.4% |
| 3M | +2.8% | -22.7% | +25.5% | +6.8% |
| 6M | +5.5% | -26.9% | +32.4% | +10.6% |
| YTD | +5.5% | -26.6% | +32.0% | +10.3% |
| 1Y | +11.0% | -2.1% | +13.2% | +9.7% |
| 3Y | +17.7% | +43.4% | -25.7% | +2.6% |
| 5Y | -25.7% | +47.0% | -72.7% | -37.6% |
| All | +131.6% | +98.1% | +33.5% | +83.5% |
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