-42.5%
IONS vs EFV
+162.4%
-204.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -29.6% | +0.7% | -30.3% | -30.4% |
| 30D | -35.6% | +2.0% | -37.6% | -36.9% |
| 3M | -51.7% | -1.6% | -50.1% | -51.4% |
| 6M | -64.0% | +5.8% | -69.7% | -65.8% |
| YTD | -65.5% | +15.6% | -81.1% | -69.4% |
| 1Y | -62.4% | +19.0% | -81.4% | -67.4% |
| 3Y | -41.1% | +90.7% | -131.8% | -64.8% |
| 5Y | -16.5% | +92.8% | -109.2% | -50.9% |
| All | -42.5% | +162.4% | -204.8% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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