+145.4%
IEMG vs IONS
+524.0%
-378.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +2.2% | -4.8% | +7.1% | +2.7% |
| 30D | +4.6% | +7.2% | -2.6% | +3.8% |
| 3M | +0.4% | -22.7% | +23.1% | +2.4% |
| 6M | +16.4% | -26.9% | +43.2% | +19.3% |
| YTD | +25.4% | -26.6% | +52.0% | +28.5% |
| 1Y | +38.3% | -2.1% | +40.4% | +37.3% |
| 3Y | +84.1% | +43.4% | +40.6% | +72.1% |
| 5Y | +49.0% | +47.0% | +2.0% | +36.8% |
| 10Y | +141.8% | +97.2% | +44.6% | +112.5% |
| All | +145.4% | +524.0% | -378.5% | +92.5% |
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