+80.9%
TFC vs IONS
-27.6%
+108.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.1% | +8.9% | +1.2% |
| 7D | +1.7% | -30.3% | +32.0% | +6.8% |
| 30D | +9.0% | -37.7% | +46.7% | +16.4% |
| 3M | -2.1% | -50.5% | +48.4% | +8.1% |
| 6M | +3.4% | -62.8% | +66.1% | +18.2% |
| YTD | +5.3% | -64.4% | +69.7% | +21.1% |
| 1Y | +16.2% | -59.5% | +75.6% | +30.5% |
| 3Y | +94.8% | -39.2% | +134.0% | +96.9% |
| 5Y | -0.7% | -15.3% | +14.7% | -8.2% |
| 10Y | +80.9% | -31.2% | +112.0% | +73.1% |
| All | +80.9% | -27.6% | +108.5% | +73.1% |
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