+67.6%
TEL vs IONS
+39.5%
+28.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | -1.4% | -5.3% | +3.8% | -1.0% |
| 30D | -4.9% | +0.3% | -5.1% | -5.0% |
| 3M | +0.1% | -22.9% | +23.0% | +1.7% |
| 6M | +0.4% | -23.4% | +23.8% | +2.0% |
| YTD | -8.9% | -28.3% | +19.4% | -6.8% |
| 1Y | -0.3% | -7.0% | +6.7% | -1.0% |
| 3Y | +67.6% | +37.6% | +30.0% | +57.4% |
| All | +67.6% | +39.5% | +28.1% | +57.4% |
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