+283.6%
TJX vs IONS
+87.6%
+196.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | -4.6% | -6.7% | +2.1% | -3.7% |
| 30D | -17.2% | -4.1% | -13.1% | -16.8% |
| 3M | -24.9% | -26.6% | +1.7% | -22.5% |
| 6M | -19.7% | -27.5% | +7.9% | -17.0% |
| YTD | -17.2% | -31.5% | +14.3% | -13.9% |
| 1Y | -9.4% | -15.3% | +5.9% | -8.6% |
| 3Y | +43.1% | +31.3% | +11.8% | +31.9% |
| 5Y | +96.7% | +50.2% | +46.5% | +73.5% |
| All | +283.6% | +87.6% | +196.0% | +234.1% |
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