+389.5%
TECK vs IONS
+84.6%
+304.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.0% |
| 7D | +4.9% | -8.7% | +13.5% | +6.5% |
| 30D | +5.2% | -1.6% | +6.8% | +5.4% |
| 3M | +13.8% | -24.9% | +38.7% | +18.1% |
| 6M | +38.5% | -25.7% | +64.2% | +43.9% |
| YTD | +47.3% | -29.2% | +76.5% | +54.4% |
| 1Y | +81.0% | -13.0% | +94.0% | +82.1% |
| 3Y | +79.9% | +35.9% | +43.9% | +59.2% |
| 5Y | +207.9% | +54.5% | +153.4% | +157.2% |
| 10Y | +389.5% | +93.1% | +296.4% | +291.1% |
| All | +389.5% | +84.6% | +304.9% | +291.1% |
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