+41.5%
IVZ vs IONS
-32.1%
+73.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.1% | +1.0% |
| 7D | +7.6% | -26.3% | +33.9% | +13.7% |
| 30D | +4.3% | -31.9% | +36.3% | +12.2% |
| 3M | -9.3% | -48.0% | +38.6% | +3.2% |
| 6M | +5.2% | -62.6% | +67.8% | +27.0% |
| YTD | +13.4% | -63.3% | +76.7% | +37.1% |
| 1Y | +25.4% | -58.4% | +83.8% | +46.8% |
| 3Y | +152.5% | -38.2% | +190.7% | +155.6% |
| 5Y | +36.7% | -11.1% | +47.8% | +21.7% |
| All | +41.5% | -32.1% | +73.6% | +33.2% |
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