+223.5%
TECK vs IONS
+51.6%
+171.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.5% | +4.5% |
| 7D | +7.8% | -5.3% | +13.0% | +8.4% |
| 30D | +8.3% | +0.3% | +8.0% | +8.2% |
| 3M | +16.1% | -22.9% | +39.0% | +18.5% |
| 6M | +42.9% | -23.4% | +66.3% | +45.9% |
| YTD | +50.8% | -28.3% | +79.1% | +55.4% |
| 1Y | +106.1% | -7.0% | +113.1% | +104.6% |
| 3Y | +84.0% | +37.6% | +46.4% | +65.3% |
| 5Y | +223.5% | +53.4% | +170.1% | +175.6% |
| All | +223.5% | +51.6% | +171.9% | +175.6% |
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 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