+74.7%
TNA vs IONS
+92.6%
-18.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.6% |
| 7D | -7.6% | -4.3% | -3.3% | -5.2% |
| 30D | -13.6% | +0.4% | -14.0% | -14.1% |
| 3M | +2.8% | -24.1% | +26.9% | +15.2% |
| 6M | +34.5% | -26.4% | +61.0% | +53.7% |
| YTD | +41.0% | -29.7% | +70.7% | +65.4% |
| 1Y | +52.0% | -13.0% | +65.1% | +56.5% |
| 3Y | +103.5% | +35.0% | +68.4% | +43.5% |
| 5Y | -22.5% | +54.2% | -76.7% | -50.2% |
| All | +74.7% | +92.6% | -18.0% | +15.3% |
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