+19.6%
TMO vs IONS
+31.9%
-12.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.5% |
| 7D | -0.6% | -6.7% | +6.0% | +0.3% |
| 30D | +1.1% | -4.1% | +5.2% | +1.6% |
| 3M | +28.3% | -26.6% | +54.9% | +32.3% |
| 6M | +23.3% | -27.5% | +50.8% | +27.3% |
| YTD | +5.5% | -31.5% | +36.9% | +9.7% |
| 1Y | +24.5% | -15.3% | +39.9% | +25.1% |
| 3Y | +19.6% | +31.3% | -11.7% | +8.8% |
| All | +19.6% | +31.9% | -12.3% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling