+7,071.3%
TDY vs IONS
+314.3%
+6,757.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -0.9% | -5.3% | +4.4% | -0.1% |
| 30D | -12.5% | +0.3% | -12.7% | -12.6% |
| 3M | -1.2% | -22.9% | +21.7% | +1.9% |
| 6M | -6.6% | -23.4% | +16.8% | -3.7% |
| YTD | +18.5% | -28.3% | +46.8% | +23.3% |
| 1Y | +10.8% | -7.0% | +17.8% | +10.6% |
| 3Y | +47.5% | +37.6% | +9.9% | +34.8% |
| 5Y | +35.8% | +53.4% | -17.6% | +19.3% |
| 10Y | +459.0% | +83.9% | +375.0% | +350.6% |
| All | +7,071.3% | +314.3% | +6,757.0% | +3,425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling