+1,316.1%
TNA vs IONS
+342.8%
+973.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.1% | -4.8% | +4.8% | +2.7% |
| 30D | -4.9% | +7.2% | -12.1% | -9.0% |
| 3M | +0.4% | -22.7% | +23.1% | +11.4% |
| 6M | +32.5% | -26.9% | +59.4% | +52.3% |
| YTD | +53.7% | -26.6% | +80.3% | +75.8% |
| 1Y | +65.1% | -2.1% | +67.2% | +58.7% |
| 3Y | +98.4% | +43.4% | +55.0% | +38.6% |
| 5Y | -22.5% | +47.0% | -69.5% | -46.8% |
| 10Y | +82.5% | +97.2% | -14.7% | -1.9% |
| All | +1,316.1% | +342.8% | +973.3% | +31.1% |
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