-17.3%
TLN vs IONS
-44.5%
+27.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.7% | -7.9% | -8.5% |
| 7D | -6.0% | -10.6% | +4.5% | -5.6% |
| 30D | -1.5% | -7.7% | +6.2% | -1.2% |
| 3M | -3.9% | -27.1% | +23.2% | -3.4% |
| 6M | -15.0% | -46.8% | +31.7% | -17.0% |
| YTD | -12.8% | -49.2% | +36.4% | -15.9% |
| 1Y | -17.3% | -44.9% | +27.6% | -22.2% |
| All | -17.3% | -44.5% | +27.2% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling