+150.3%
IJR vs IONS
-32.1%
+182.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.1% |
| 7D | +2.2% | -26.3% | +28.4% | +6.7% |
| 30D | +3.8% | -31.9% | +35.8% | +9.9% |
| 3M | -5.7% | -48.0% | +42.2% | +4.3% |
| 6M | +4.6% | -62.6% | +67.2% | +21.3% |
| YTD | +18.0% | -63.3% | +81.2% | +36.9% |
| 1Y | +21.8% | -58.4% | +80.2% | +38.1% |
| 3Y | +61.1% | -38.2% | +99.3% | +63.6% |
| 5Y | +27.3% | -11.1% | +38.4% | +16.7% |
| All | +150.3% | -32.1% | +182.4% | +137.5% |
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