-41.0%
TECH vs IONS
-18.9%
-22.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.8% |
| 7D | +0.2% | -29.6% | +29.9% | +7.3% |
| 30D | +0.5% | -35.6% | +36.1% | +9.6% |
| 3M | +1.0% | -51.7% | +52.6% | +17.2% |
| 6M | +54.1% | -64.0% | +118.0% | +89.3% |
| YTD | +24.4% | -65.5% | +89.9% | +54.0% |
| 1Y | +19.3% | -62.4% | +81.7% | +44.3% |
| 3Y | +28.5% | -41.1% | +69.6% | +30.5% |
| 5Y | -41.0% | -16.5% | -24.5% | -48.2% |
| All | -41.0% | -18.9% | -22.1% | -48.2% |
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