+98.8%
EWY vs IONS
-16.3%
+115.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.1% | +7.0% | -0.8% |
| 7D | -10.2% | -30.3% | +20.0% | -6.2% |
| 30D | -21.5% | -37.7% | +16.3% | -16.6% |
| 3M | -14.7% | -50.5% | +35.8% | -6.8% |
| 6M | -26.8% | -62.8% | +35.9% | -17.7% |
| YTD | +43.2% | -64.4% | +107.5% | +62.0% |
| 1Y | +48.7% | -59.5% | +108.2% | +65.4% |
| 3Y | +147.9% | -39.2% | +187.1% | +153.2% |
| 5Y | +98.8% | -15.3% | +114.2% | +88.5% |
| All | +98.8% | -16.3% | +115.2% | +88.5% |
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