+15,831.5%
TER vs IONS
+440.4%
+15,391.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 3M | -12.2% | -22.7% | +10.5% | -9.6% |
| 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% | +196.2% |
| 3Y | +232.8% | +43.4% | +189.3% | +200.9% |
| 5Y | +198.6% | +47.0% | +151.6% | +165.0% |
| 10Y | +1,669.7% | +97.2% | +1,572.6% | +1,319.7% |
| All | +15,831.5% | +440.4% | +15,391.1% | +7,715.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling