+153.9%
IONS vs TMF
-69.1%
+223.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.3% |
| 7D | -12.6% | +2.7% | -15.3% | -12.3% |
| 30D | -11.8% | +19.3% | -31.1% | -9.9% |
| 3M | -28.4% | -3.7% | -24.7% | -28.7% |
| 6M | -48.4% | -11.3% | -37.1% | -49.1% |
| YTD | -51.0% | -16.6% | -34.4% | -51.9% |
| 1Y | -48.0% | -21.1% | -26.9% | -49.4% |
| 3Y | -17.8% | -26.8% | +9.0% | -19.2% |
| 5Y | +15.2% | -88.0% | +103.2% | -14.6% |
| 10Y | +43.0% | -84.7% | +127.7% | +23.6% |
| All | +153.9% | -69.1% | +223.0% | +213.7% |
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