+64.9%
EFA vs IONS
-40.7%
+105.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.4% |
| 7D | +1.3% | -29.6% | +30.9% | +3.3% |
| 30D | +0.5% | -35.6% | +36.1% | +3.2% |
| 3M | -4.1% | -51.7% | +47.6% | +0.6% |
| 6M | +2.4% | -64.0% | +66.4% | +9.4% |
| YTD | +10.0% | -65.5% | +75.5% | +17.8% |
| 1Y | +11.4% | -62.4% | +73.8% | +18.4% |
| All | +64.9% | -40.7% | +105.6% | +61.7% |
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