+50.3%
EWZ vs IONS
-5.7%
+56.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -21.4% | +23.3% | +5.1% |
| 7D | +1.4% | -24.8% | +26.2% | +5.2% |
| 30D | -25.1% | -31.5% | +6.4% | -21.2% |
| 3M | -7.7% | -45.2% | +37.5% | +0.2% |
| 6M | -15.8% | -59.1% | +43.2% | -5.4% |
| YTD | +3.6% | -60.8% | +64.4% | +17.2% |
| 1Y | +5.5% | -57.9% | +63.3% | +17.8% |
| 3Y | +22.1% | -34.5% | +56.6% | +22.8% |
| 5Y | +58.3% | -8.8% | +67.2% | +44.5% |
| 10Y | +50.3% | -19.2% | +69.5% | +47.1% |
| All | +50.3% | -5.7% | +56.0% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling