+53.3%
TJX vs IONS
-36.9%
+90.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.5% |
| 7D | -0.3% | -26.3% | +25.9% | +1.0% |
| 30D | -5.6% | -31.9% | +26.4% | -3.9% |
| 3M | -12.3% | -48.0% | +35.7% | -9.4% |
| 6M | -7.7% | -62.6% | +54.9% | -3.0% |
| YTD | -11.4% | -63.3% | +51.9% | -6.9% |
| 1Y | -7.0% | -58.4% | +51.4% | -3.1% |
| 3Y | +53.3% | -38.2% | +91.5% | +51.8% |
| All | +53.3% | -36.9% | +90.1% | +51.8% |
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