+9,637.3%
TER vs IONS
+266.7%
+9,370.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.3% |
| 7D | -20.5% | -9.4% | -11.0% | -19.1% |
| 30D | -47.0% | -10.7% | -36.3% | -46.0% |
| 3M | -43.3% | -27.7% | -15.6% | -40.3% |
| 6M | -42.9% | -48.7% | +5.8% | -37.1% |
| YTD | +12.9% | -50.2% | +63.0% | +24.6% |
| 1Y | +18.2% | -46.8% | +65.0% | +29.0% |
| 3Y | +151.8% | -14.8% | +166.6% | +148.6% |
| 5Y | +54.2% | +17.0% | +37.2% | +42.4% |
| 10Y | +908.2% | +45.3% | +862.9% | +753.2% |
| All | +9,637.3% | +266.7% | +9,370.6% | +4,985.9% |
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