-19.2%
IONS vs TXT
+115.3%
-134.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.2% | -23.6% | -22.1% |
| 7D | -24.8% | -3.5% | -21.3% | -24.1% |
| 30D | -31.5% | +15.2% | -46.7% | -35.1% |
| 3M | -45.2% | -4.5% | -40.7% | -44.7% |
| 6M | -59.1% | -6.1% | -52.9% | -58.6% |
| YTD | -60.8% | -2.0% | -58.9% | -61.2% |
| 1Y | -57.9% | +4.2% | -62.1% | -59.1% |
| 3Y | -34.5% | +14.4% | -48.9% | -39.5% |
| 5Y | -8.8% | +12.3% | -21.1% | -16.9% |
| 10Y | -19.2% | +101.8% | -121.1% | -40.8% |
| All | -19.2% | +115.3% | -134.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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