+65.3%
T vs IONS
+88.4%
-23.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -1.5% | -5.3% | +3.8% | -1.1% |
| 30D | +7.6% | +0.3% | +7.3% | +7.5% |
| 3M | +15.3% | -22.9% | +38.2% | +17.4% |
| 6M | -8.5% | -23.4% | +14.9% | -6.9% |
| YTD | +6.8% | -28.3% | +35.1% | +9.2% |
| 1Y | -7.2% | -7.0% | -0.2% | -7.5% |
| 3Y | +108.2% | +37.6% | +70.6% | +95.5% |
| 5Y | +66.1% | +53.4% | +12.7% | +51.4% |
| 10Y | +65.3% | +83.9% | -18.6% | +47.8% |
| All | +65.3% | +88.4% | -23.1% | +47.8% |
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