+1,236.8%
EWY vs IONS
+443.5%
+793.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | -4.8% | +9.7% | +5.6% |
| 30D | +11.7% | +7.2% | +4.5% | +10.3% |
| 3M | -7.4% | -22.7% | +15.3% | -4.6% |
| 6M | +40.6% | -26.9% | +67.4% | +46.2% |
| YTD | +94.3% | -26.6% | +120.8% | +101.8% |
| 1Y | +164.3% | -2.1% | +166.4% | +162.0% |
| 3Y | +221.0% | +43.4% | +177.5% | +191.0% |
| 5Y | +139.1% | +47.0% | +92.1% | +111.0% |
| 10Y | +298.8% | +97.2% | +201.6% | +213.5% |
| All | +1,236.8% | +443.5% | +793.3% | +487.3% |
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 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