+147.9%
EWY vs IONS
-40.7%
+188.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.1% | +7.0% | -0.9% |
| 7D | -10.2% | -30.3% | +20.0% | -6.6% |
| 30D | -21.5% | -37.7% | +16.3% | -17.0% |
| 3M | -14.7% | -50.5% | +35.8% | -7.5% |
| 6M | -26.8% | -62.8% | +35.9% | -18.7% |
| YTD | +43.2% | -64.4% | +107.5% | +59.9% |
| 1Y | +48.7% | -59.5% | +108.2% | +63.8% |
| 3Y | +147.9% | -39.2% | +187.1% | +150.0% |
| All | +147.9% | -40.7% | +188.7% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling