+218.0%
TECK vs IONS
-29.6%
+247.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.2% | -29.4% | +28.2% | +4.2% |
| 30D | -5.7% | -35.1% | +29.4% | +0.9% |
| 3M | -3.6% | -48.9% | +45.3% | +7.5% |
| 6M | -2.2% | -62.4% | +60.2% | +13.8% |
| YTD | +33.6% | -64.2% | +97.7% | +56.7% |
| 1Y | +49.0% | -60.9% | +109.9% | +71.7% |
| 3Y | +85.4% | -38.9% | +124.3% | +88.2% |
| 5Y | +138.5% | -15.6% | +154.1% | +118.1% |
| 10Y | +218.0% | -33.5% | +251.4% | +199.6% |
| All | +218.0% | -29.6% | +247.6% | +199.6% |
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 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