-8.8%
IEF vs IONS
+52.5%
-61.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -0.3% | -8.7% | +8.4% | -0.2% |
| 30D | -0.6% | -1.6% | +1.0% | -0.6% |
| 3M | -1.0% | -24.9% | +23.9% | -0.7% |
| 6M | -3.1% | -25.7% | +22.6% | -2.8% |
| YTD | -1.9% | -29.2% | +27.3% | -1.6% |
| 1Y | -1.4% | -13.0% | +11.7% | -1.3% |
| 3Y | +9.8% | +35.9% | -26.2% | +8.8% |
| 5Y | -8.8% | +54.5% | -63.3% | -9.3% |
| All | -8.8% | +52.5% | -61.3% | -9.3% |
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