+25.9%
EWJ vs IONS
-12.9%
+38.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +1.0% | -8.7% | +9.7% | +1.6% |
| 30D | +1.0% | -1.6% | +2.6% | +1.0% |
| 3M | +7.2% | -24.9% | +32.1% | +7.4% |
| 6M | +13.9% | -25.7% | +39.5% | +14.1% |
| YTD | +20.8% | -29.2% | +50.0% | +21.9% |
| All | +25.9% | -12.9% | +38.8% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling