+2,171.4%
TECK vs IONS
+591.5%
+1,579.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.3% | -4.8% | +4.5% | +0.5% |
| 30D | +4.6% | +7.2% | -2.6% | +3.2% |
| 3M | +2.8% | -22.7% | +25.5% | +6.5% |
| 6M | +24.9% | -26.9% | +51.8% | +30.7% |
| YTD | +44.7% | -26.6% | +71.3% | +51.2% |
| 1Y | +112.0% | -2.1% | +114.1% | +109.4% |
| 3Y | +67.6% | +43.4% | +24.2% | +47.8% |
| 5Y | +200.3% | +47.0% | +153.4% | +155.9% |
| 10Y | +358.2% | +97.2% | +261.0% | +242.3% |
| All | +2,171.4% | +591.5% | +1,579.9% | +1,099.3% |
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