+148.1%
IEFA vs IONS
-32.1%
+180.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.6% |
| 7D | +2.2% | -26.3% | +28.5% | +5.4% |
| 30D | +1.1% | -31.9% | +33.0% | +5.2% |
| 3M | -4.3% | -48.0% | +43.7% | +2.8% |
| 6M | +1.4% | -62.6% | +63.9% | +12.7% |
| YTD | +10.1% | -63.3% | +73.3% | +22.5% |
| 1Y | +12.9% | -58.4% | +71.3% | +23.5% |
| 3Y | +65.8% | -38.2% | +104.0% | +67.7% |
| 5Y | +47.7% | -11.1% | +58.8% | +38.8% |
| All | +148.1% | -32.1% | +180.2% | +139.5% |
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