+189.3%
TECH vs IONS
-32.1%
+221.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.4% | -1.4% |
| 7D | +0.1% | -26.3% | +26.4% | +6.2% |
| 30D | +0.5% | -31.9% | +32.5% | +8.5% |
| 3M | +1.1% | -48.0% | +49.1% | +15.5% |
| 6M | +62.8% | -62.6% | +125.4% | +98.4% |
| YTD | +24.5% | -63.3% | +87.7% | +51.7% |
| 1Y | +20.6% | -58.4% | +79.0% | +42.6% |
| 3Y | +29.5% | -38.2% | +67.7% | +33.3% |
| 5Y | -40.9% | -11.1% | -29.8% | -45.9% |
| All | +189.3% | -32.1% | +221.4% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling