+272.0%
TMUS vs IONS
+305.4%
-33.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.5% |
| 7D | +9.0% | -12.6% | +21.6% | +11.4% |
| 30D | -3.2% | -11.8% | +8.6% | -1.4% |
| 3M | -6.9% | -28.4% | +21.5% | -2.2% |
| 6M | -16.4% | -48.4% | +32.0% | -8.1% |
| YTD | -19.6% | -51.0% | +31.3% | -11.1% |
| 1Y | -19.9% | -48.0% | +28.1% | -12.5% |
| 3Y | +14.5% | -17.8% | +32.3% | +11.0% |
| 5Y | +37.7% | +15.2% | +22.5% | +21.9% |
| 10Y | +242.2% | +43.0% | +199.2% | +165.3% |
| All | +272.0% | +305.4% | -33.4% | +54.1% |
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