+631.8%
TEAM vs IONS
-32.5%
+664.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.6% | -17.8% | -16.5% |
| 7D | -19.8% | -9.4% | -10.4% | -18.1% |
| 30D | -21.5% | -10.7% | -10.8% | -19.6% |
| 3M | +39.5% | -27.7% | +67.1% | +49.1% |
| 6M | +73.1% | -48.7% | +121.8% | +96.3% |
| YTD | -5.2% | -50.2% | +45.0% | +7.6% |
| 1Y | -1.6% | -46.8% | +45.2% | +9.7% |
| 3Y | -11.4% | -14.8% | +3.4% | -16.1% |
| 5Y | -65.1% | +17.0% | -82.1% | -69.3% |
| 10Y | +471.3% | +45.3% | +426.0% | +380.1% |
| All | +631.8% | -32.5% | +664.3% | +581.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling