+96.9%
TJX vs IONS
+55.0%
+41.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -4.0% | -8.7% | +4.7% | -3.1% |
| 30D | -20.3% | -1.6% | -18.7% | -20.3% |
| 3M | -23.3% | -24.9% | +1.6% | -21.5% |
| 6M | -19.7% | -25.7% | +5.9% | -17.9% |
| YTD | -17.1% | -29.2% | +12.1% | -14.9% |
| 1Y | -8.8% | -13.0% | +4.2% | -8.5% |
| 3Y | +43.4% | +35.9% | +7.5% | +33.2% |
| All | +96.9% | +55.0% | +41.9% | +72.1% |
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 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