+1,057.8%
TER vs IONS
-36.2%
+1,093.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.1% |
| 7D | +24.0% | -29.6% | +53.6% | +32.4% |
| 30D | -30.6% | -35.6% | +4.9% | -24.2% |
| 3M | -34.5% | -51.7% | +17.2% | -23.6% |
| 6M | -26.4% | -64.0% | +37.6% | -9.4% |
| YTD | +36.4% | -65.5% | +101.9% | +69.2% |
| 1Y | +47.4% | -62.4% | +109.8% | +78.9% |
| 3Y | +202.6% | -41.1% | +243.7% | +211.5% |
| 5Y | +83.9% | -16.5% | +100.3% | +66.8% |
| All | +1,057.8% | -36.2% | +1,093.9% | +999.4% |
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