+43.2%
TJX vs IONS
+36.3%
+6.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -4.0% | -8.7% | +4.7% | -3.5% |
| 30D | -20.3% | -1.6% | -18.7% | -20.3% |
| 3M | -23.3% | -24.9% | +1.6% | -22.2% |
| 6M | -19.7% | -25.7% | +5.9% | -18.6% |
| YTD | -17.1% | -29.2% | +12.1% | -15.8% |
| 1Y | -8.8% | -13.0% | +4.2% | -8.5% |
| All | +43.2% | +36.3% | +6.9% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling