-62.4%
IONS vs TAP
-13.1%
-49.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -29.6% | -6.3% | -23.3% | -29.6% |
| 30D | -35.6% | +2.7% | -38.3% | -35.6% |
| 3M | -51.7% | -3.7% | -48.0% | -51.5% |
| 6M | -64.0% | -2.0% | -62.0% | -63.9% |
| YTD | -65.5% | -12.3% | -53.1% | -64.6% |
| 1Y | -62.4% | -10.1% | -52.4% | -61.7% |
| All | -62.4% | -13.1% | -49.4% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling