+56.0%
TD vs IONS
-59.8%
+115.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.1% | +8.8% | -0.2% |
| 7D | -0.7% | -30.3% | +29.6% | -0.2% |
| 30D | +7.6% | -37.7% | +45.4% | +8.4% |
| 3M | +3.0% | -50.5% | +53.5% | +4.0% |
| 6M | +16.8% | -62.8% | +79.6% | +17.8% |
| YTD | +34.3% | -64.4% | +98.7% | +35.7% |
| 1Y | +56.0% | -59.5% | +115.4% | +55.5% |
| All | +56.0% | -59.8% | +115.7% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling