+480.9%
IONS vs TXT
+1,480.3%
-999.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -4.8% | -4.8% | -0.1% | -3.3% |
| 30D | +7.2% | -10.6% | +17.8% | +11.1% |
| 3M | -22.7% | -13.2% | -9.5% | -19.3% |
| 6M | -26.9% | -20.3% | -6.5% | -21.7% |
| YTD | -26.6% | -9.3% | -17.3% | -24.9% |
| 1Y | -2.1% | -2.7% | +0.6% | -2.3% |
| 3Y | +43.4% | +1.4% | +42.1% | +39.3% |
| 5Y | +47.0% | +9.6% | +37.4% | +37.3% |
| 10Y | +97.2% | +94.9% | +2.3% | +42.5% |
| All | +480.9% | +1,480.3% | -999.4% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling