+240.8%
TMUS vs IONS
-27.6%
+268.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.1% | +9.3% | +1.3% |
| 7D | +9.5% | -30.3% | +39.8% | +13.7% |
| 30D | +13.8% | -37.7% | +51.5% | +19.8% |
| 3M | -4.6% | -50.5% | +45.9% | +3.2% |
| 6M | -11.7% | -62.8% | +51.1% | -1.6% |
| YTD | -15.4% | -64.4% | +49.0% | -5.3% |
| 1Y | -16.1% | -59.5% | +43.3% | -8.0% |
| 3Y | +20.5% | -39.2% | +59.7% | +20.4% |
| 5Y | +48.7% | -15.3% | +64.1% | +36.5% |
| 10Y | +240.8% | -31.2% | +272.0% | +210.9% |
| All | +240.8% | -27.6% | +268.4% | +210.9% |
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