+17.0%
IEFA vs IONS
-44.5%
+61.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +1.9% | -10.6% | +12.5% | +2.7% |
| 30D | +1.4% | -7.7% | +9.1% | +1.9% |
| 3M | -1.4% | -27.1% | +25.7% | +0.6% |
| 6M | +6.3% | -46.8% | +53.1% | +9.4% |
| YTD | +11.9% | -49.2% | +61.1% | +15.6% |
| 1Y | +17.0% | -44.9% | +61.9% | +19.9% |
| All | +17.0% | -44.5% | +61.5% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling