+100.1%
TEM vs IONS
-31.5%
+131.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.1% | +4.4% | -1.5% |
| 7D | +3.5% | -30.3% | +33.8% | +15.0% |
| 30D | +13.5% | -37.7% | +51.3% | +31.9% |
| 3M | +46.3% | -50.5% | +96.8% | +84.2% |
| 6M | +61.5% | -62.8% | +124.3% | +121.2% |
| YTD | +36.4% | -64.4% | +100.8% | +90.9% |
| 1Y | +12.2% | -59.5% | +71.7% | +46.9% |
| All | +100.1% | -31.5% | +131.6% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling