-14.8%
IONS vs TXT
+7.8%
-22.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.2% |
| 7D | -9.4% | -2.5% | -6.9% | -8.8% |
| 30D | -10.7% | +14.4% | -25.1% | -14.6% |
| 3M | -27.7% | -4.9% | -22.7% | -26.7% |
| 6M | -48.7% | -10.2% | -38.5% | -47.3% |
| YTD | -50.2% | -4.1% | -46.1% | -50.1% |
| 1Y | -46.8% | +4.0% | -50.8% | -48.2% |
| 3Y | -14.8% | +8.0% | -22.8% | -20.5% |
| All | -14.8% | +7.8% | -22.7% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling