+46.6%
TEL vs IONS
-16.3%
+62.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.6% | +0.6% |
| 7D | -0.9% | -30.3% | +29.3% | +2.8% |
| 30D | -0.2% | -37.7% | +37.5% | +4.9% |
| 3M | +2.0% | -50.5% | +52.5% | +10.3% |
| 6M | +6.4% | -62.8% | +69.2% | +18.4% |
| YTD | -3.2% | -64.4% | +61.1% | +8.2% |
| 1Y | -11.2% | -59.5% | +48.3% | -2.6% |
| 3Y | +79.8% | -39.2% | +119.0% | +78.5% |
| 5Y | +46.6% | -15.3% | +61.9% | +33.7% |
| All | +46.6% | -16.3% | +62.9% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling