+594.1%
EWT vs IONS
+355.6%
+238.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +4.0% | -4.8% | +8.8% | +4.6% |
| 30D | +10.3% | +7.2% | +3.1% | +9.2% |
| 3M | +6.1% | -22.7% | +28.8% | +8.8% |
| 6M | +56.6% | -26.9% | +83.5% | +61.8% |
| YTD | +76.6% | -26.6% | +103.1% | +82.1% |
| 1Y | +97.9% | -2.1% | +100.0% | +96.0% |
| 3Y | +198.0% | +43.4% | +154.5% | +173.3% |
| 5Y | +151.8% | +47.0% | +104.8% | +125.3% |
| 10Y | +514.1% | +97.2% | +417.0% | +393.3% |
| All | +594.1% | +355.6% | +238.5% | +247.6% |
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