+138.6%
EWJ vs IONS
+130.2%
+8.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.2% |
| 7D | +4.0% | -26.3% | +30.2% | +6.4% |
| 30D | -4.3% | -31.9% | +27.7% | -1.4% |
| 3M | -6.8% | -48.0% | +41.2% | -1.9% |
| 6M | -0.9% | -62.6% | +61.7% | +6.9% |
| YTD | +14.3% | -63.3% | +77.5% | +23.3% |
| 1Y | +15.3% | -58.4% | +73.7% | +23.0% |
| 3Y | +65.6% | -38.2% | +103.8% | +68.0% |
| 5Y | +47.5% | -11.1% | +58.6% | +43.1% |
| 10Y | +126.2% | -31.7% | +157.9% | +116.5% |
| All | +138.6% | +130.2% | +8.4% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling