+513.6%
EWT vs IONS
+87.6%
+426.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.1% |
| 7D | -1.1% | -6.7% | +5.5% | -0.4% |
| 30D | +4.5% | -4.1% | +8.6% | +4.9% |
| 3M | +8.3% | -26.6% | +34.8% | +11.2% |
| 6M | +54.2% | -27.5% | +81.8% | +58.6% |
| YTD | +74.6% | -31.5% | +106.1% | +80.5% |
| 1Y | +84.9% | -15.3% | +100.2% | +86.3% |
| 3Y | +197.5% | +31.3% | +166.2% | +177.5% |
| 5Y | +150.6% | +50.2% | +100.4% | +125.9% |
| All | +513.6% | +87.6% | +426.0% | +457.1% |
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