+680.9%
TLN vs IONS
-28.3%
+709.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -21.4% | +28.6% | +8.3% |
| 7D | +9.1% | -24.8% | +33.9% | +10.5% |
| 30D | -4.1% | -31.5% | +27.5% | -2.2% |
| 3M | +4.4% | -45.2% | +49.6% | +7.9% |
| 6M | -6.0% | -59.1% | +53.0% | -1.9% |
| YTD | -3.1% | -60.8% | +57.7% | +1.2% |
| 1Y | -6.1% | -57.9% | +51.8% | -2.4% |
| 3Y | +575.3% | -34.5% | +609.8% | +555.0% |
| All | +680.9% | -28.3% | +709.3% | +643.9% |
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