-79.7%
TE vs IONS
-11.1%
-68.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -21.4% | +18.4% | +5.9% |
| 7D | -10.5% | -24.8% | +14.3% | -0.3% |
| 30D | -32.4% | -31.5% | -0.9% | -21.6% |
| 3M | -60.9% | -45.2% | -15.7% | -50.5% |
| 6M | -62.8% | -59.1% | -3.8% | -48.6% |
| YTD | -65.7% | -60.8% | -4.9% | -51.8% |
| 1Y | -39.9% | -57.9% | +18.0% | -18.8% |
| 3Y | +10.6% | -34.5% | +45.1% | +17.6% |
| 5Y | -79.7% | -8.8% | -70.8% | -83.5% |
| All | -79.7% | -11.1% | -68.5% | -83.5% |
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 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