-42.5%
IONS vs TAP
-47.7%
+5.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -29.6% | -6.3% | -23.3% | -28.7% |
| 30D | -35.6% | +2.7% | -38.3% | -36.0% |
| 3M | -51.7% | -3.7% | -48.0% | -51.5% |
| 6M | -64.0% | -2.0% | -62.0% | -64.1% |
| YTD | -65.5% | -12.3% | -53.1% | -64.9% |
| 1Y | -62.4% | -10.1% | -52.4% | -62.0% |
| 3Y | -41.1% | -25.3% | -15.8% | -38.6% |
| 5Y | -16.5% | -1.9% | -14.5% | -19.5% |
| All | -42.5% | -47.7% | +5.2% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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