+928.1%
IONS vs EFV
+258.8%
+669.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -4.8% | +1.5% | -6.3% | -6.0% |
| 30D | +7.2% | +1.7% | +5.5% | +5.7% |
| 3M | -22.7% | +8.6% | -31.3% | -27.7% |
| 6M | -26.9% | +11.7% | -38.6% | -33.3% |
| YTD | -26.6% | +19.3% | -45.8% | -36.4% |
| 1Y | -2.1% | +30.2% | -32.3% | -21.0% |
| 3Y | +43.4% | +91.6% | -48.1% | -15.1% |
| 5Y | +47.0% | +96.4% | -49.4% | -15.4% |
| 10Y | +97.2% | +166.5% | -69.3% | -11.9% |
| All | +928.1% | +258.8% | +669.3% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling