+125.9%
TDG vs IONS
+55.0%
+70.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -2.4% | -8.7% | +6.2% | -1.2% |
| 30D | -8.0% | -1.6% | -6.4% | -7.9% |
| 3M | -10.5% | -24.9% | +14.4% | -7.7% |
| 6M | -11.9% | -25.7% | +13.7% | -9.1% |
| YTD | -15.4% | -29.2% | +13.8% | -12.2% |
| 1Y | -14.2% | -13.0% | -1.2% | -13.8% |
| 3Y | +51.0% | +35.9% | +15.1% | +36.2% |
| All | +125.9% | +55.0% | +70.9% | +89.4% |
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