+22.7%
IONS vs TMF
-84.4%
+107.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -9.4% | +1.2% | -10.6% | -9.4% |
| 30D | -10.7% | +19.7% | -30.5% | -10.1% |
| 3M | -27.7% | -2.1% | -25.6% | -27.7% |
| 6M | -48.7% | -13.4% | -35.3% | -49.0% |
| YTD | -50.2% | -16.7% | -33.4% | -50.5% |
| 1Y | -46.8% | -23.3% | -23.5% | -47.3% |
| 3Y | -14.8% | -24.8% | +10.0% | -15.1% |
| 5Y | +17.0% | -88.0% | +105.1% | -5.7% |
| All | +22.7% | -84.4% | +107.1% | +1.3% |
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