+217.5%
IEFA vs IONS
+524.0%
-306.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | -4.8% | +5.4% | +1.0% |
| 30D | +1.0% | +7.2% | -6.2% | +0.3% |
| 3M | +4.7% | -22.7% | +27.4% | +6.7% |
| 6M | +8.6% | -26.9% | +35.5% | +11.2% |
| YTD | +14.8% | -26.6% | +41.4% | +17.5% |
| 1Y | +22.6% | -2.1% | +24.7% | +21.9% |
| 3Y | +67.0% | +43.4% | +23.6% | +56.8% |
| 5Y | +52.3% | +47.0% | +5.3% | +40.6% |
| 10Y | +147.3% | +97.2% | +50.2% | +119.1% |
| All | +217.5% | +524.0% | -306.4% | +153.2% |
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