+432.5%
EWZ vs IONS
+330.3%
+102.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.5% | -4.8% | +11.3% | +7.3% |
| 30D | +4.8% | +7.2% | -2.4% | +3.6% |
| 3M | +9.9% | -22.7% | +32.6% | +13.3% |
| 6M | +1.9% | -26.9% | +28.8% | +6.0% |
| YTD | +20.3% | -26.6% | +46.9% | +24.9% |
| 1Y | +35.6% | -2.1% | +37.7% | +34.1% |
| 3Y | +43.4% | +43.4% | 0.0% | +28.8% |
| 5Y | +55.9% | +47.0% | +9.0% | +35.8% |
| 10Y | +84.2% | +97.2% | -13.0% | +43.4% |
| All | +432.5% | +330.3% | +102.2% | +139.9% |
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