-15.3%
IONS vs TMF
-88.9%
+73.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.9% | -5.2% | -8.8% |
| 7D | -30.3% | -1.1% | -29.2% | -30.2% |
| 30D | -37.7% | +11.8% | -49.6% | -38.3% |
| 3M | -50.5% | -4.0% | -46.4% | -50.3% |
| 6M | -62.8% | -16.5% | -46.2% | -62.3% |
| YTD | -64.4% | -19.9% | -44.5% | -63.9% |
| 1Y | -59.5% | -25.6% | -33.9% | -58.7% |
| 3Y | -39.2% | -29.9% | -9.3% | -38.7% |
| 5Y | -15.3% | -88.2% | +72.9% | -20.2% |
| All | -15.3% | -88.9% | +73.5% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling