+129.8%
IEF vs IONS
+589.9%
-460.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.3% | -4.8% | +4.6% | -0.4% |
| 30D | -0.8% | +7.2% | -8.0% | -0.7% |
| 3M | -1.0% | -22.7% | +21.7% | -1.3% |
| 6M | -2.8% | -26.9% | +24.1% | -3.1% |
| YTD | -1.5% | -26.6% | +25.1% | -1.8% |
| 1Y | -0.4% | -2.1% | +1.7% | -0.3% |
| 3Y | +9.7% | +43.4% | -33.8% | +10.7% |
| 5Y | -8.3% | +47.0% | -55.3% | -7.1% |
| 10Y | +4.6% | +97.2% | -92.6% | +7.7% |
| All | +129.8% | +589.9% | -460.1% | +147.2% |
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