+307.4%
IVV vs IONS
-27.6%
+335.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.1% | +8.7% | +0.9% |
| 7D | -0.6% | -30.3% | +29.7% | +4.0% |
| 30D | -3.7% | -37.7% | +34.1% | +2.4% |
| 3M | -2.7% | -50.5% | +47.8% | +6.6% |
| 6M | +2.2% | -62.8% | +65.0% | +15.8% |
| YTD | +10.9% | -64.4% | +75.3% | +26.2% |
| 1Y | +11.3% | -59.5% | +70.8% | +24.1% |
| 3Y | +76.9% | -39.2% | +116.1% | +79.1% |
| 5Y | +73.5% | -15.3% | +88.8% | +61.5% |
| 10Y | +307.4% | -31.2% | +338.5% | +291.3% |
| All | +307.4% | -27.6% | +335.0% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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