+6,637.3%
TMO vs IONS
+427.5%
+6,209.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | +0.4% | -5.3% | +5.7% | +1.0% |
| 30D | +1.5% | +0.3% | +1.3% | +1.4% |
| 3M | +28.5% | -22.9% | +51.4% | +31.5% |
| 6M | +20.4% | -23.4% | +43.8% | +23.2% |
| YTD | +4.3% | -28.3% | +32.6% | +7.5% |
| 1Y | +24.1% | -7.0% | +31.1% | +24.0% |
| 3Y | +17.5% | +37.6% | -20.1% | +10.1% |
| 5Y | +6.8% | +53.4% | -46.6% | -2.7% |
| 10Y | +311.9% | +83.9% | +227.9% | +252.9% |
| All | +6,637.3% | +427.5% | +6,209.8% | +3,839.0% |
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 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