-34.5%
IONS vs TMF
-29.8%
-4.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.1% | -21.4% | -21.4% |
| 7D | -24.8% | +0.6% | -25.4% | -24.9% |
| 30D | -31.5% | +16.3% | -47.9% | -32.4% |
| 3M | -45.2% | -2.7% | -42.5% | -45.1% |
| 6M | -59.1% | -13.2% | -45.9% | -58.7% |
| YTD | -60.8% | -16.7% | -44.1% | -60.5% |
| 1Y | -57.9% | -22.7% | -35.1% | -57.3% |
| 3Y | -34.5% | -26.1% | -8.4% | -36.8% |
| All | -34.5% | -29.8% | -4.7% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling