+2.1%
EWZ vs IONS
-60.0%
+62.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | +1.1% |
| 7D | +0.8% | -26.3% | +27.0% | +1.6% |
| 30D | -24.4% | -31.9% | +7.6% | -23.4% |
| 3M | -4.6% | -48.0% | +43.4% | -1.6% |
| 6M | -11.6% | -62.6% | +51.0% | -8.1% |
| YTD | +2.4% | -63.3% | +65.6% | +6.4% |
| 1Y | +2.1% | -58.4% | +60.5% | +2.7% |
| All | +2.1% | -60.0% | +62.0% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling