+125.9%
IEF vs IONS
+245.1%
-119.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.1% |
| 7D | -2.0% | -26.3% | +24.3% | -2.3% |
| 30D | +0.7% | -31.9% | +32.7% | +0.2% |
| 3M | -2.5% | -48.0% | +45.5% | -3.3% |
| 6M | -2.6% | -62.6% | +60.0% | -3.8% |
| YTD | -3.2% | -63.3% | +60.1% | -4.4% |
| 1Y | -3.0% | -58.4% | +55.4% | -4.1% |
| 3Y | +10.5% | -38.2% | +48.8% | +10.3% |
| 5Y | -8.2% | -11.1% | +2.9% | -7.5% |
| 10Y | +6.7% | -31.7% | +38.4% | +8.0% |
| All | +125.9% | +245.1% | -119.3% | +140.8% |
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