+101.5%
TD vs IONS
+17.1%
+84.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -1.7% | -9.4% | +7.7% | -1.1% |
| 30D | +8.2% | -10.7% | +19.0% | +9.0% |
| 3M | +1.7% | -27.7% | +29.4% | +3.7% |
| 6M | +14.2% | -48.7% | +63.0% | +18.7% |
| YTD | +32.8% | -50.2% | +82.9% | +38.1% |
| 1Y | +55.5% | -46.8% | +102.3% | +60.8% |
| 3Y | +129.6% | -14.8% | +144.5% | +125.3% |
| All | +101.5% | +17.1% | +84.4% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling