+306.5%
IVV vs IONS
+17.3%
+289.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -2.7% | -9.4% | +6.7% | -1.3% |
| 30D | -5.4% | -10.7% | +5.4% | -3.9% |
| 3M | -4.1% | -27.7% | +23.6% | +0.1% |
| 6M | +0.7% | -48.7% | +49.4% | +9.6% |
| YTD | +8.7% | -50.2% | +58.9% | +18.5% |
| 1Y | +11.0% | -46.8% | +57.8% | +19.6% |
| 3Y | +75.4% | -14.8% | +90.3% | +70.4% |
| 5Y | +68.3% | +17.0% | +51.3% | +51.2% |
| All | +306.5% | +17.3% | +289.2% | +270.2% |
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