+294.4%
TD vs IONS
-32.1%
+326.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.7% |
| 7D | +1.1% | -26.3% | +27.4% | +3.9% |
| 30D | +5.2% | -31.9% | +37.2% | +9.0% |
| 3M | +1.2% | -48.0% | +49.2% | +7.7% |
| 6M | +17.7% | -62.6% | +80.3% | +28.9% |
| YTD | +34.2% | -63.3% | +97.5% | +47.0% |
| 1Y | +55.4% | -58.4% | +113.8% | +67.7% |
| 3Y | +130.4% | -38.2% | +168.6% | +132.3% |
| 5Y | +101.8% | -11.1% | +112.9% | +89.9% |
| All | +294.4% | -32.1% | +326.5% | +282.5% |
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