-34.5%
TLT vs IONS
-11.8%
-22.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.6% |
| 7D | -3.1% | -26.3% | +23.2% | -2.4% |
| 30D | +1.0% | -31.9% | +33.0% | +2.0% |
| 3M | -2.7% | -48.0% | +45.3% | -1.1% |
| 6M | -4.1% | -62.6% | +58.4% | -1.9% |
| YTD | -5.4% | -63.3% | +57.9% | -3.1% |
| 1Y | -7.0% | -58.4% | +51.4% | -5.2% |
| 3Y | +2.8% | -38.2% | +41.1% | +2.9% |
| All | -34.5% | -11.8% | -22.7% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling