+2,028.7%
TECK vs IONS
+269.0%
+1,759.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -21.4% | +28.3% | +10.9% |
| 7D | +3.1% | -24.8% | +27.9% | +7.8% |
| 30D | -5.0% | -31.5% | +26.6% | +1.0% |
| 3M | -2.6% | -45.2% | +42.6% | +7.7% |
| 6M | 0.0% | -59.1% | +59.0% | +15.2% |
| YTD | +35.6% | -60.8% | +96.5% | +57.5% |
| 1Y | +58.1% | -57.9% | +115.9% | +80.8% |
| 3Y | +93.3% | -34.5% | +127.8% | +96.3% |
| 5Y | +153.7% | -8.8% | +162.5% | +134.5% |
| 10Y | +226.7% | -19.2% | +246.0% | +188.1% |
| All | +2,028.7% | +269.0% | +1,759.6% | +1,149.6% |
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 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