+47.6%
EWJ vs IONS
-11.8%
+59.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.3% |
| 7D | +4.0% | -26.3% | +30.2% | +6.6% |
| 30D | -4.3% | -31.9% | +27.7% | -1.1% |
| 3M | -6.8% | -48.0% | +41.2% | -1.2% |
| 6M | -0.9% | -62.6% | +61.7% | +8.1% |
| YTD | +14.3% | -63.3% | +77.5% | +24.8% |
| 1Y | +15.3% | -58.4% | +73.7% | +24.1% |
| 3Y | +65.6% | -38.2% | +103.8% | +65.4% |
| All | +47.6% | -11.8% | +59.4% | +38.8% |
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