+294.2%
IONS vs TAP
+751.2%
-457.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.5% |
| 7D | -9.4% | +0.5% | -9.9% | -9.7% |
| 30D | -10.7% | +9.1% | -19.9% | -12.7% |
| 3M | -27.7% | -3.8% | -23.9% | -27.4% |
| 6M | -48.7% | -3.4% | -45.3% | -48.7% |
| YTD | -50.2% | -10.6% | -39.5% | -49.5% |
| 1Y | -46.8% | -4.4% | -42.4% | -46.9% |
| 3Y | -14.8% | -24.4% | +9.5% | -11.7% |
| 5Y | +17.0% | +2.1% | +14.9% | +12.4% |
| 10Y | +45.3% | -48.7% | +94.0% | +54.7% |
| All | +294.2% | +751.2% | -457.0% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling