+166.7%
IJR vs IONS
+92.6%
+74.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.3% | -4.3% | +1.9% | -1.6% |
| 30D | -4.7% | +0.4% | -5.1% | -4.9% |
| 3M | +2.1% | -24.1% | +26.2% | +5.9% |
| 6M | +13.9% | -26.4% | +40.3% | +18.6% |
| YTD | +18.2% | -29.7% | +47.9% | +24.0% |
| 1Y | +21.8% | -13.0% | +34.9% | +22.7% |
| 3Y | +52.2% | +35.0% | +17.1% | +36.0% |
| 5Y | +40.1% | +54.2% | -14.1% | +18.6% |
| All | +166.7% | +92.6% | +74.0% | +115.5% |
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