-22.5%
TNA vs IONS
+52.5%
-75.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.5% |
| 7D | -3.6% | -8.7% | +5.1% | +1.2% |
| 30D | -10.1% | -1.6% | -8.4% | -9.5% |
| 3M | +2.7% | -24.9% | +27.6% | +14.8% |
| 6M | +38.4% | -25.7% | +64.1% | +55.7% |
| YTD | +45.4% | -29.2% | +74.6% | +68.4% |
| 1Y | +55.9% | -13.0% | +69.0% | +59.2% |
| 3Y | +109.8% | +35.9% | +73.9% | +41.9% |
| 5Y | -22.5% | +54.5% | -77.0% | -55.4% |
| All | -22.5% | +52.5% | -75.0% | -55.4% |
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