-25.0%
TGT vs IONS
+52.5%
-77.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | -3.6% | -8.7% | +5.1% | -2.8% |
| 30D | +4.4% | -1.6% | +6.0% | +4.5% |
| 3M | +25.4% | -24.9% | +50.3% | +28.0% |
| 6M | +33.4% | -25.7% | +59.0% | +36.3% |
| YTD | +65.6% | -29.2% | +94.8% | +69.8% |
| 1Y | +80.3% | -13.0% | +93.3% | +80.6% |
| 3Y | +42.1% | +35.9% | +6.2% | +31.2% |
| 5Y | -25.0% | +54.5% | -79.5% | -33.4% |
| All | -25.0% | +52.5% | -77.5% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling