+19.3%
TPR vs IONS
-44.5%
+63.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +12.6% | -10.6% | +23.2% | +14.3% |
| 30D | +7.1% | -7.7% | +14.8% | +8.1% |
| 3M | -19.4% | -27.1% | +7.7% | -15.6% |
| 6M | -9.7% | -46.8% | +37.1% | -2.9% |
| YTD | -1.0% | -49.2% | +48.2% | +6.3% |
| 1Y | +19.3% | -44.9% | +64.2% | +25.7% |
| All | +19.3% | -44.5% | +63.8% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling