-21.7%
TLT vs IONS
+98.1%
-119.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.4% | -4.8% | +4.4% | -0.5% |
| 30D | -0.6% | +7.2% | -7.8% | -0.5% |
| 3M | -2.7% | -22.7% | +19.9% | -3.0% |
| 6M | -5.6% | -26.9% | +21.3% | -5.9% |
| YTD | -2.8% | -26.6% | +23.8% | -3.1% |
| 1Y | -1.4% | -2.1% | +0.7% | -1.3% |
| 3Y | -1.6% | +43.4% | -45.0% | -0.6% |
| 5Y | -33.8% | +47.0% | -80.8% | -32.7% |
| All | -21.7% | +98.1% | -119.7% | -17.6% |
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