+995.4%
TER vs IONS
-32.1%
+1,027.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.8% | -6.8% |
| 7D | +14.4% | -26.3% | +40.6% | +20.7% |
| 30D | -30.6% | -31.9% | +1.4% | -25.1% |
| 3M | -39.2% | -48.0% | +8.8% | -30.3% |
| 6M | -31.3% | -62.6% | +31.3% | -16.2% |
| YTD | +29.1% | -63.3% | +92.3% | +57.7% |
| 1Y | +47.4% | -58.4% | +105.8% | +74.3% |
| 3Y | +191.2% | -38.2% | +229.5% | +196.4% |
| 5Y | +74.0% | -11.1% | +85.1% | +55.4% |
| All | +995.4% | -32.1% | +1,027.5% | +924.4% |
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