+3,192.2%
TFC vs IONS
+440.4%
+2,751.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +2.4% | -4.8% | +7.3% | +2.9% |
| 30D | -1.3% | +7.2% | -8.5% | -2.1% |
| 3M | +6.1% | -22.7% | +28.7% | +8.1% |
| 6M | +7.3% | -26.9% | +34.2% | +9.9% |
| YTD | +8.2% | -26.6% | +34.8% | +10.7% |
| 1Y | +14.4% | -2.1% | +16.6% | +13.6% |
| 3Y | +93.7% | +43.4% | +50.3% | +81.7% |
| 5Y | +16.4% | +47.0% | -30.6% | +7.4% |
| 10Y | +101.6% | +97.2% | +4.4% | +75.2% |
| All | +3,192.2% | +440.4% | +2,751.9% | +1,873.9% |
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