+41.0%
TMUS vs IONS
+17.1%
+23.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | +3.6% | -9.4% | +13.0% | +4.3% |
| 30D | -3.4% | -10.7% | +7.4% | -2.7% |
| 3M | -9.5% | -27.7% | +18.2% | -7.3% |
| 6M | -15.2% | -48.7% | +33.5% | -10.9% |
| YTD | -18.9% | -50.2% | +31.2% | -14.7% |
| 1Y | -17.7% | -46.8% | +29.1% | -14.2% |
| 3Y | +15.6% | -14.8% | +30.5% | +11.8% |
| All | +41.0% | +17.1% | +23.9% | +27.7% |
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