+53.4%
EFA vs IONS
+52.5%
+0.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -0.5% | -8.7% | +8.2% | +0.5% |
| 30D | -1.3% | -1.6% | +0.3% | -1.2% |
| 3M | +5.2% | -24.9% | +30.1% | +7.6% |
| 6M | +9.4% | -25.7% | +35.0% | +12.0% |
| YTD | +12.7% | -29.2% | +41.9% | +16.0% |
| 1Y | +19.3% | -13.0% | +32.3% | +19.8% |
| 3Y | +66.3% | +35.9% | +30.4% | +53.5% |
| 5Y | +53.4% | +54.5% | -1.1% | +37.1% |
| All | +53.4% | +52.5% | +0.8% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling