+203.9%
IEFA vs IONS
+193.3%
+10.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.4% |
| 7D | +1.3% | -29.6% | +30.9% | +4.2% |
| 30D | +0.1% | -35.6% | +35.7% | +3.8% |
| 3M | -4.2% | -51.7% | +47.5% | +1.9% |
| 6M | +1.9% | -64.0% | +65.9% | +10.9% |
| YTD | +9.9% | -65.5% | +75.4% | +20.0% |
| 1Y | +11.5% | -62.4% | +73.9% | +20.7% |
| 3Y | +66.0% | -41.1% | +107.1% | +68.9% |
| 5Y | +47.5% | -16.5% | +63.9% | +43.1% |
| 10Y | +146.5% | -35.8% | +182.3% | +139.3% |
| All | +203.9% | +193.3% | +10.6% | +158.7% |
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