+79.8%
TEL vs IONS
-40.7%
+120.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.6% | +0.2% |
| 7D | -0.9% | -30.3% | +29.3% | +1.5% |
| 30D | -0.2% | -37.7% | +37.5% | +3.3% |
| 3M | +2.0% | -50.5% | +52.5% | +7.8% |
| 6M | +6.4% | -62.8% | +69.2% | +14.9% |
| YTD | -3.2% | -64.4% | +61.1% | +4.9% |
| 1Y | -11.2% | -59.5% | +48.3% | -5.2% |
| 3Y | +79.8% | -39.2% | +119.0% | +70.8% |
| All | +79.8% | -40.7% | +120.5% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling