-24.1%
TE vs IONS
+31.9%
-55.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.2% | +1.5% |
| 7D | +0.2% | -6.7% | +6.9% | +2.5% |
| 30D | -5.9% | -4.1% | -1.8% | -4.9% |
| 3M | -45.6% | -26.6% | -19.0% | -41.5% |
| 6M | -43.4% | -27.5% | -15.8% | -39.2% |
| YTD | -31.0% | -31.5% | +0.5% | -24.0% |
| 1Y | +145.2% | -15.3% | +160.6% | +147.6% |
| 3Y | -24.1% | +31.3% | -55.3% | -31.5% |
| All | -24.1% | +31.9% | -55.9% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling