+346.7%
EWZ vs IONS
+187.4%
+159.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.8% | -1.0% |
| 7D | -4.2% | -12.6% | +8.4% | -2.1% |
| 30D | -26.1% | -11.8% | -14.3% | -24.8% |
| 3M | -12.0% | -28.4% | +16.4% | -7.6% |
| 6M | -19.3% | -48.4% | +29.2% | -11.6% |
| YTD | +0.9% | -51.0% | +51.9% | +11.3% |
| 1Y | +3.4% | -48.0% | +51.4% | +12.8% |
| 3Y | +18.6% | -17.8% | +36.4% | +16.4% |
| 5Y | +56.6% | +15.2% | +41.4% | +41.5% |
| 10Y | +50.3% | +43.0% | +7.3% | +23.1% |
| All | +346.7% | +187.4% | +159.3% | +113.9% |
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