-19.2%
IONS vs TMF
-83.0%
+63.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.1% | -21.4% | -21.4% |
| 7D | -24.8% | +0.6% | -25.4% | -24.8% |
| 30D | -31.5% | +16.3% | -47.9% | -31.3% |
| 3M | -45.2% | -2.7% | -42.5% | -45.2% |
| 6M | -59.1% | -13.2% | -45.9% | -59.2% |
| YTD | -60.8% | -16.7% | -44.1% | -61.0% |
| 1Y | -57.9% | -22.7% | -35.1% | -58.1% |
| 3Y | -34.5% | -26.1% | -8.4% | -34.6% |
| 5Y | -8.8% | -88.4% | +79.6% | -24.0% |
| 10Y | -19.2% | -81.8% | +62.6% | -22.3% |
| All | -19.2% | -83.0% | +63.8% | -22.3% |
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