+275.3%
TMUS vs IONS
+311.9%
-36.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | +3.6% | -9.4% | +13.0% | +5.2% |
| 30D | -3.4% | -10.7% | +7.4% | -1.8% |
| 3M | -9.5% | -27.7% | +18.2% | -5.0% |
| 6M | -15.2% | -48.7% | +33.5% | -6.6% |
| YTD | -18.9% | -50.2% | +31.2% | -10.6% |
| 1Y | -17.7% | -46.8% | +29.1% | -10.4% |
| 3Y | +15.6% | -14.8% | +30.5% | +11.4% |
| 5Y | +38.9% | +17.0% | +21.9% | +22.6% |
| 10Y | +245.3% | +45.3% | +200.0% | +167.0% |
| All | +275.3% | +311.9% | -36.6% | +55.0% |
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