-14.6%
EW vs IONS
+17.1%
-31.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +11.0% | -9.4% | +20.4% | +12.5% |
| 30D | +19.1% | -10.7% | +29.8% | +20.9% |
| 3M | +14.4% | -27.7% | +42.0% | +19.4% |
| 6M | +22.8% | -48.7% | +71.5% | +33.9% |
| YTD | +19.8% | -50.2% | +70.0% | +31.1% |
| 1Y | +23.9% | -46.8% | +70.7% | +34.1% |
| 3Y | +52.2% | -14.8% | +67.1% | +47.5% |
| All | -14.6% | +17.1% | -31.7% | -26.4% |
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 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