-12.6%
TLT vs IONS
-32.1%
+19.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.4% |
| 7D | -3.1% | -26.3% | +23.2% | -3.3% |
| 30D | +1.0% | -31.9% | +33.0% | +0.8% |
| 3M | -2.7% | -48.0% | +45.3% | -3.1% |
| 6M | -4.1% | -62.6% | +58.4% | -4.8% |
| YTD | -5.4% | -63.3% | +57.9% | -6.0% |
| 1Y | -7.0% | -58.4% | +51.4% | -7.5% |
| 3Y | +2.8% | -38.2% | +41.1% | +2.7% |
| 5Y | -35.4% | -11.1% | -24.3% | -34.3% |
| All | -12.6% | -32.1% | +19.5% | -11.8% |
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 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