+54.1%
T vs IONS
-5.7%
+59.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -21.4% | +22.1% | +2.5% |
| 7D | +1.7% | -24.8% | +26.5% | +3.8% |
| 30D | -1.7% | -31.5% | +29.8% | +1.1% |
| 3M | -7.3% | -45.2% | +37.9% | -3.0% |
| 6M | -11.2% | -59.1% | +47.9% | -5.0% |
| YTD | -8.1% | -60.8% | +52.8% | -1.4% |
| 1Y | -8.0% | -57.9% | +49.8% | -2.1% |
| 3Y | +62.1% | -34.5% | +96.6% | +62.2% |
| 5Y | +55.7% | -8.8% | +64.5% | +47.1% |
| 10Y | +54.1% | -19.2% | +73.3% | +54.7% |
| All | +54.1% | -5.7% | +59.8% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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