+37.8%
TDY vs IONS
+53.9%
-16.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.9% | -4.3% | +2.4% | -1.3% |
| 30D | -12.5% | +0.4% | -12.9% | -12.6% |
| 3M | -0.8% | -24.1% | +23.3% | +1.9% |
| 6M | -9.0% | -26.4% | +17.5% | -6.2% |
| YTD | +16.8% | -29.7% | +46.4% | +21.0% |
| 1Y | +9.5% | -13.0% | +22.5% | +10.3% |
| 3Y | +45.4% | +35.0% | +10.4% | +33.6% |
| 5Y | +37.8% | +54.2% | -16.4% | +19.7% |
| All | +37.8% | +53.9% | -16.1% | +19.7% |
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