+203.4%
TGT vs IONS
+92.6%
+110.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | -5.0% | -4.3% | -0.8% | -4.6% |
| 30D | +3.0% | +0.4% | +2.6% | +3.0% |
| 3M | +22.6% | -24.1% | +46.7% | +25.2% |
| 6M | +31.2% | -26.4% | +57.6% | +34.3% |
| YTD | +63.7% | -29.7% | +93.4% | +68.1% |
| 1Y | +78.5% | -13.0% | +91.5% | +79.2% |
| 3Y | +40.5% | +35.0% | +5.5% | +31.5% |
| 5Y | -25.6% | +54.2% | -79.8% | -32.3% |
| All | +203.4% | +92.6% | +110.8% | +164.0% |
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