-19.2%
IONS vs TAP
-49.5%
+30.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.2% | -20.2% | -21.1% |
| 7D | -24.8% | -7.8% | -17.0% | -23.7% |
| 30D | -31.5% | +7.1% | -38.7% | -32.6% |
| 3M | -45.2% | -7.0% | -38.1% | -44.6% |
| 6M | -59.1% | -3.8% | -55.3% | -59.0% |
| YTD | -60.8% | -11.7% | -49.1% | -60.2% |
| 1Y | -57.9% | -10.1% | -47.7% | -57.4% |
| 3Y | -34.5% | -23.7% | -10.8% | -32.1% |
| 5Y | -8.8% | +2.9% | -11.7% | -12.8% |
| 10Y | -19.2% | -49.5% | +30.3% | -22.3% |
| All | -19.2% | -49.5% | +30.3% | -22.3% |
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