+238.5%
TER vs IONS
+43.7%
+194.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | -4.8% | +5.5% | +1.4% |
| 30D | -8.3% | +7.2% | -15.5% | -9.5% |
| 3M | -12.2% | -22.7% | +10.5% | -9.9% |
| 6M | +17.1% | -26.9% | +44.0% | +21.5% |
| YTD | +84.7% | -26.6% | +111.2% | +91.5% |
| 1Y | +199.9% | -2.1% | +202.0% | +191.7% |
| All | +238.5% | +43.7% | +194.8% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling