+280.2%
IONS vs TMF
-68.9%
+349.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -4.8% | -1.4% | -3.4% | -5.0% |
| 30D | +7.2% | -2.8% | +10.0% | +6.8% |
| 3M | -22.7% | -10.9% | -11.8% | -23.7% |
| 6M | -26.9% | -21.3% | -5.6% | -28.9% |
| YTD | -26.6% | -15.9% | -10.7% | -27.9% |
| 1Y | -2.1% | -15.7% | +13.6% | -3.8% |
| 3Y | +43.4% | -43.4% | +86.8% | +36.0% |
| 5Y | +47.0% | -87.8% | +134.7% | +9.7% |
| 10Y | +97.2% | -86.7% | +183.9% | +65.0% |
| All | +280.2% | -68.9% | +349.0% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling