-11.4%
IONS vs TXT
+8.5%
-19.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.7% |
| 7D | -26.3% | +0.1% | -26.4% | -26.5% |
| 30D | -31.9% | +13.3% | -45.3% | -35.3% |
| 3M | -48.0% | -5.0% | -43.0% | -47.4% |
| 6M | -62.6% | -8.4% | -54.1% | -61.8% |
| YTD | -63.3% | -4.0% | -59.3% | -63.4% |
| 1Y | -58.4% | +2.8% | -61.2% | -59.6% |
| 3Y | -38.2% | +10.3% | -48.5% | -43.2% |
| All | -11.4% | +8.5% | -19.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling