-58.4%
IONS vs TMF
-30.5%
-27.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +6.7% |
| 7D | -26.3% | -9.3% | -17.0% | -24.9% |
| 30D | -31.9% | +1.9% | -33.9% | -32.0% |
| 3M | -48.0% | -11.2% | -36.8% | -46.9% |
| 6M | -62.6% | -17.7% | -44.8% | -61.6% |
| YTD | -63.3% | -24.5% | -38.8% | -62.1% |
| 1Y | -58.4% | -29.4% | -29.0% | -56.3% |
| All | -58.4% | -30.5% | -27.9% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling