+8.4%
IEF vs IONS
-33.8%
+42.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.8% | -29.4% | +28.7% | -0.9% |
| 30D | +2.0% | -35.1% | +37.2% | +1.9% |
| 3M | -1.1% | -48.9% | +47.8% | -1.2% |
| 6M | -1.9% | -62.4% | +60.5% | -2.2% |
| YTD | -2.2% | -64.2% | +62.0% | -2.5% |
| 1Y | -2.3% | -60.9% | +58.6% | -2.6% |
| 3Y | +11.6% | -38.9% | +50.5% | +11.6% |
| 5Y | -7.1% | -15.6% | +8.5% | -6.4% |
| All | +8.4% | -33.8% | +42.2% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling