+451.6%
EWT vs IONS
-36.2%
+487.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.5% |
| 7D | +13.2% | -29.6% | +42.9% | +17.2% |
| 30D | -14.3% | -35.6% | +21.3% | -10.3% |
| 3M | -8.4% | -51.7% | +43.3% | -1.0% |
| 6M | +3.7% | -64.0% | +67.7% | +15.3% |
| YTD | +53.1% | -65.5% | +118.6% | +70.9% |
| 1Y | +55.5% | -62.4% | +117.9% | +71.7% |
| 3Y | +155.6% | -41.1% | +196.7% | +159.8% |
| 5Y | +119.3% | -16.5% | +135.8% | +108.4% |
| All | +451.6% | -36.2% | +487.7% | +436.1% |
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