-51.7%
TE vs IONS
-59.1%
+7.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -22.0% | -29.4% | +7.5% | -14.7% |
| 30D | -33.6% | -35.1% | +1.5% | -25.8% |
| 3M | -61.1% | -48.9% | -12.2% | -54.5% |
| 6M | -64.7% | -62.4% | -2.3% | -58.9% |
| YTD | -68.1% | -64.2% | -3.9% | -59.9% |
| 1Y | -51.7% | -60.9% | +9.2% | -41.9% |
| All | -51.7% | -59.1% | +7.4% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling