+27.2%
IJR vs IONS
-11.8%
+39.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.9% |
| 7D | +2.2% | -26.3% | +28.4% | +5.9% |
| 30D | +3.8% | -31.9% | +35.8% | +8.9% |
| 3M | -5.7% | -48.0% | +42.2% | +2.7% |
| 6M | +4.6% | -62.6% | +67.2% | +18.7% |
| YTD | +18.0% | -63.3% | +81.2% | +33.9% |
| 1Y | +21.8% | -58.4% | +80.2% | +35.3% |
| 3Y | +61.1% | -38.2% | +99.3% | +60.9% |
| All | +27.2% | -11.8% | +39.1% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling