-50.0%
TE vs IONS
-11.7%
-38.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.7% | -2.6% |
| 7D | +15.0% | -8.7% | +23.6% | +18.2% |
| 30D | -7.5% | -1.6% | -5.9% | -7.5% |
| 3M | -42.0% | -24.9% | -17.1% | -37.9% |
| 6M | -31.4% | -25.7% | -5.8% | -26.8% |
| YTD | -26.5% | -29.2% | +2.7% | -20.1% |
| 1Y | +153.1% | -13.0% | +166.1% | +156.0% |
| 3Y | -20.7% | +35.9% | -56.6% | -33.4% |
| 5Y | -45.4% | +54.5% | -99.9% | -57.5% |
| All | -50.0% | -11.7% | -38.3% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling