+54.7%
IONS vs TAP
+2.2%
+52.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -4.8% | -2.3% | -2.5% | -4.5% |
| 30D | +7.2% | -2.1% | +9.3% | +7.5% |
| 3M | -22.7% | +6.6% | -29.3% | -23.7% |
| 6M | -26.9% | -11.5% | -15.4% | -25.5% |
| YTD | -26.6% | -10.3% | -16.3% | -25.5% |
| 1Y | -2.1% | -14.4% | +12.3% | 0.0% |
| 3Y | +43.4% | -28.3% | +71.7% | +50.2% |
| All | +54.7% | +2.2% | +52.5% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling