+328.6%
TMO vs IONS
+87.6%
+241.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.5% |
| 7D | -0.6% | -6.7% | +6.0% | +0.5% |
| 30D | +1.1% | -4.1% | +5.2% | +1.7% |
| 3M | +28.3% | -26.6% | +54.9% | +33.6% |
| 6M | +23.3% | -27.5% | +50.8% | +28.6% |
| YTD | +5.5% | -31.5% | +36.9% | +10.9% |
| 1Y | +24.5% | -15.3% | +39.9% | +26.0% |
| 3Y | +19.6% | +31.3% | -11.7% | +8.2% |
| 5Y | +8.1% | +50.2% | -42.1% | -7.0% |
| All | +328.6% | +87.6% | +241.0% | +258.0% |
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 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