+129.6%
TD vs IONS
-16.4%
+146.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | -1.7% | -9.4% | +7.7% | -1.3% |
| 30D | +8.2% | -10.7% | +19.0% | +8.7% |
| 3M | +1.7% | -27.7% | +29.4% | +3.0% |
| 6M | +14.2% | -48.7% | +63.0% | +17.0% |
| YTD | +32.8% | -50.2% | +82.9% | +36.1% |
| 1Y | +55.5% | -46.8% | +102.3% | +58.7% |
| 3Y | +129.6% | -14.8% | +144.5% | +124.6% |
| All | +129.6% | -16.4% | +146.0% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling