+49.0%
IVZ vs IONS
+17.3%
+31.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -2.4% | -9.4% | +7.0% | -0.2% |
| 30D | -11.2% | -10.7% | -0.5% | -9.0% |
| 3M | -14.0% | -27.7% | +13.7% | -7.8% |
| 6M | +0.5% | -48.7% | +49.2% | +14.6% |
| YTD | +5.4% | -50.2% | +55.6% | +20.7% |
| 1Y | +19.5% | -46.8% | +66.3% | +34.3% |
| 3Y | +128.7% | -14.8% | +143.5% | +118.2% |
| 5Y | +28.8% | +17.0% | +11.7% | +9.3% |
| All | +49.0% | +17.3% | +31.7% | +19.1% |
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