+80.6%
IONS vs EFV
+169.9%
-89.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.4% |
| 7D | -6.7% | -0.8% | -5.9% | -6.1% |
| 30D | -4.1% | +0.6% | -4.7% | -4.6% |
| 3M | -26.6% | +7.5% | -34.1% | -30.7% |
| 6M | -27.5% | +13.0% | -40.5% | -34.4% |
| YTD | -31.5% | +18.3% | -49.8% | -40.2% |
| 1Y | -15.3% | +26.7% | -42.1% | -30.0% |
| 3Y | +31.3% | +89.6% | -58.3% | -21.4% |
| 5Y | +50.2% | +98.2% | -48.0% | -13.9% |
| All | +80.6% | +169.9% | -89.3% | -25.0% |
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