+44.7%
EWZ vs IONS
+43.7%
+1.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.5% | -4.8% | +11.3% | +6.8% |
| 30D | +4.8% | +7.2% | -2.4% | +4.4% |
| 3M | +9.9% | -22.7% | +32.6% | +11.1% |
| 6M | +1.9% | -26.9% | +28.8% | +3.5% |
| YTD | +20.3% | -26.6% | +46.9% | +22.1% |
| 1Y | +35.6% | -2.1% | +37.7% | +35.2% |
| All | +44.7% | +43.7% | +1.0% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling