-41.3%
TE vs IONS
+51.6%
-92.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.4% | +12.4% | +11.0% |
| 7D | +18.2% | -5.3% | +23.5% | +20.5% |
| 30D | -13.5% | +0.3% | -13.8% | -14.2% |
| 3M | -44.6% | -22.9% | -21.7% | -40.5% |
| 6M | -24.7% | -23.4% | -1.3% | -19.6% |
| YTD | -24.3% | -28.3% | +4.1% | -16.5% |
| 1Y | +155.6% | -7.0% | +162.6% | +149.5% |
| 3Y | -18.3% | +37.6% | -55.9% | -36.7% |
| 5Y | -41.3% | +53.4% | -94.7% | -61.9% |
| All | -41.3% | +51.6% | -92.9% | -61.9% |
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 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