+126.1%
TLT vs IONS
+224.3%
-98.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.6% |
| 7D | -2.7% | -29.6% | +26.9% | -3.6% |
| 30D | +2.2% | -35.6% | +37.7% | +1.0% |
| 3M | -1.7% | -51.7% | +50.0% | -3.6% |
| 6M | -4.0% | -64.0% | +60.0% | -6.5% |
| YTD | -4.9% | -65.5% | +60.5% | -7.5% |
| 1Y | -7.4% | -62.4% | +55.0% | -9.6% |
| 3Y | +3.0% | -41.1% | +44.1% | +2.4% |
| 5Y | -35.1% | -16.5% | -18.6% | -34.3% |
| 10Y | -12.7% | -35.8% | +23.1% | -10.8% |
| All | +126.1% | +224.3% | -98.3% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling