+42.0%
TMUS vs IONS
+47.7%
-5.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +0.1% | -4.8% | +4.9% | +0.5% |
| 30D | +5.3% | +7.2% | -1.9% | +4.5% |
| 3M | +3.1% | -22.7% | +25.8% | +5.0% |
| 6M | -16.5% | -26.9% | +10.4% | -14.6% |
| YTD | -9.2% | -26.6% | +17.4% | -7.3% |
| 1Y | -26.5% | -2.1% | -24.4% | -27.4% |
| 3Y | +39.0% | +43.4% | -4.4% | +26.7% |
| All | +42.0% | +47.7% | -5.8% | +23.5% |
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