+33.6%
TER vs IONS
-59.8%
+93.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.1% | +8.8% | -0.3% |
| 7D | -8.9% | -30.3% | +21.4% | -8.9% |
| 30D | -39.1% | -37.7% | -1.3% | -38.3% |
| 3M | -32.8% | -50.5% | +17.7% | -31.0% |
| 6M | -31.7% | -62.8% | +31.0% | -31.6% |
| YTD | +26.9% | -64.4% | +91.3% | +30.9% |
| 1Y | +33.6% | -59.5% | +93.0% | +29.4% |
| All | +33.6% | -59.8% | +93.3% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling