+53.6%
IJR vs IONS
+36.3%
+17.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -1.1% | -8.7% | +7.5% | -0.1% |
| 30D | -3.6% | -1.6% | -2.0% | -3.5% |
| 3M | +2.3% | -24.9% | +27.2% | +4.7% |
| 6M | +14.3% | -25.7% | +40.0% | +17.1% |
| YTD | +19.3% | -29.2% | +48.5% | +22.8% |
| 1Y | +22.6% | -13.0% | +35.6% | +22.8% |
| All | +53.6% | +36.3% | +17.3% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling