+6.9%
TMO vs IONS
+53.9%
-47.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -2.5% | -4.3% | +1.8% | -1.8% |
| 30D | -0.3% | +0.4% | -0.7% | -0.5% |
| 3M | +25.3% | -24.1% | +49.4% | +29.0% |
| 6M | +20.9% | -26.4% | +47.3% | +25.1% |
| YTD | +4.3% | -29.7% | +34.0% | +8.6% |
| 1Y | +27.0% | -13.0% | +40.1% | +27.6% |
| 3Y | +17.5% | +35.0% | -17.5% | +5.4% |
| 5Y | +6.9% | +54.2% | -47.3% | -5.7% |
| All | +6.9% | +53.9% | -47.0% | -5.7% |
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