+326.1%
TPR vs IONS
+96.6%
+229.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | -4.8% | +2.5% | -1.4% |
| 30D | -23.0% | +7.2% | -30.2% | -24.1% |
| 3M | -12.5% | -22.7% | +10.2% | -8.9% |
| 6M | -21.4% | -26.9% | +5.5% | -17.3% |
| YTD | -3.5% | -26.6% | +23.1% | +1.3% |
| 1Y | +17.4% | -2.1% | +19.5% | +15.9% |
| 3Y | +291.3% | +43.4% | +247.8% | +242.0% |
| 5Y | +241.9% | +47.0% | +194.9% | +187.2% |
| All | +326.1% | +96.6% | +229.5% | +240.9% |
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