+929.0%
EWY vs IONS
+155.5%
+773.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.1% |
| 7D | +10.4% | -29.6% | +40.0% | +15.8% |
| 30D | -12.7% | -35.6% | +22.8% | -7.2% |
| 3M | -17.3% | -51.7% | +34.4% | -8.3% |
| 6M | -18.6% | -64.0% | +45.4% | -6.2% |
| YTD | +49.5% | -65.5% | +115.0% | +73.2% |
| 1Y | +55.0% | -62.4% | +117.4% | +77.1% |
| 3Y | +159.0% | -41.1% | +200.1% | +168.4% |
| 5Y | +102.5% | -16.5% | +118.9% | +94.1% |
| 10Y | +232.2% | -35.8% | +268.1% | +211.5% |
| All | +929.0% | +155.5% | +773.5% | +404.2% |
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