-33.5%
IONS vs TMF
-81.8%
+48.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -29.4% | -3.4% | -26.1% | -29.5% |
| 30D | -35.1% | +11.5% | -46.6% | -35.0% |
| 3M | -48.9% | -4.5% | -44.4% | -48.9% |
| 6M | -62.4% | -15.0% | -47.4% | -62.6% |
| YTD | -64.2% | -19.9% | -44.3% | -64.4% |
| 1Y | -60.9% | -26.6% | -34.3% | -61.2% |
| 3Y | -38.9% | -29.8% | -9.1% | -39.1% |
| 5Y | -15.6% | -88.2% | +72.6% | -28.7% |
| 10Y | -33.5% | -81.4% | +47.9% | -35.1% |
| All | -33.5% | -81.8% | +48.3% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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