+154.5%
EWT vs IONS
+52.5%
+102.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +2.1% | -8.7% | +10.8% | +3.1% |
| 30D | +9.4% | -1.6% | +11.0% | +9.5% |
| 3M | +10.9% | -24.9% | +35.8% | +13.4% |
| 6M | +57.9% | -25.7% | +83.6% | +61.7% |
| YTD | +75.9% | -29.2% | +105.1% | +81.0% |
| 1Y | +89.7% | -13.0% | +102.7% | +90.1% |
| 3Y | +200.9% | +35.9% | +164.9% | +176.4% |
| 5Y | +154.5% | +54.5% | +100.0% | +129.3% |
| All | +154.5% | +52.5% | +102.0% | +129.3% |
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