+1,995.8%
TECK vs IONS
+237.3%
+1,758.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.2% | -29.4% | +28.2% | +4.4% |
| 30D | -5.7% | -35.1% | +29.4% | +1.2% |
| 3M | -3.6% | -48.9% | +45.3% | +7.9% |
| 6M | -2.2% | -62.4% | +60.2% | +14.4% |
| YTD | +33.6% | -64.2% | +97.7% | +57.6% |
| 1Y | +49.0% | -60.9% | +109.9% | +72.7% |
| 3Y | +85.4% | -38.9% | +124.3% | +90.6% |
| 5Y | +138.5% | -15.6% | +154.1% | +123.4% |
| 10Y | +218.0% | -33.5% | +251.4% | +190.7% |
| All | +1,995.8% | +237.3% | +1,758.5% | +1,150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling