+54.5%
IONS vs EFV
+95.4%
-40.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -8.7% | -0.5% | -8.1% | -8.4% |
| 30D | -1.6% | 0.0% | -1.6% | -1.6% |
| 3M | -24.9% | +8.4% | -33.3% | -29.0% |
| 6M | -25.7% | +12.3% | -38.0% | -31.7% |
| YTD | -29.2% | +17.4% | -46.6% | -36.9% |
| 1Y | -13.0% | +27.1% | -40.1% | -26.7% |
| 3Y | +35.9% | +90.7% | -54.8% | -14.8% |
| 5Y | +54.5% | +95.6% | -41.1% | -5.5% |
| All | +54.5% | +95.4% | -40.9% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling