-7.0%
TLT vs IONS
-60.0%
+52.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.6% |
| 7D | -3.1% | -26.3% | +23.2% | -2.6% |
| 30D | +1.0% | -31.9% | +33.0% | +1.7% |
| 3M | -2.7% | -48.0% | +45.3% | -1.5% |
| 6M | -4.1% | -62.6% | +58.4% | -3.0% |
| YTD | -5.4% | -63.3% | +57.9% | -4.6% |
| 1Y | -7.0% | -58.4% | +51.4% | -7.0% |
| All | -7.0% | -60.0% | +52.9% | -7.0% |
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