+389.7%
TPR vs IONS
-5.7%
+395.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -21.4% | +23.8% | +6.6% |
| 7D | +12.7% | -24.8% | +37.5% | +18.2% |
| 30D | +17.1% | -31.5% | +48.6% | +25.0% |
| 3M | -15.9% | -45.2% | +29.3% | -6.2% |
| 6M | +2.6% | -59.1% | +61.7% | +20.1% |
| YTD | +7.5% | -60.8% | +68.3% | +26.7% |
| 1Y | +32.9% | -57.9% | +90.8% | +54.1% |
| 3Y | +413.8% | -34.5% | +448.3% | +421.5% |
| 5Y | +263.9% | -8.8% | +272.7% | +229.3% |
| 10Y | +389.7% | -19.2% | +408.9% | +346.7% |
| All | +389.7% | -5.7% | +395.4% | +346.7% |
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 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