+50.1%
IEFA vs IONS
+53.9%
-3.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -2.4% | -4.3% | +1.8% | -2.0% |
| 30D | -2.1% | +0.4% | -2.5% | -2.2% |
| 3M | +5.5% | -24.1% | +29.6% | +7.9% |
| 6M | +8.1% | -26.4% | +34.6% | +10.8% |
| YTD | +11.9% | -29.7% | +41.6% | +15.2% |
| 1Y | +18.1% | -13.0% | +31.1% | +18.6% |
| 3Y | +65.5% | +35.0% | +30.4% | +52.9% |
| 5Y | +50.1% | +54.2% | -4.1% | +34.0% |
| All | +50.1% | +53.9% | -3.9% | +34.0% |
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