+356.2%
TPR vs IONS
-32.1%
+388.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -1.4% |
| 7D | -0.3% | -26.3% | +26.0% | +4.9% |
| 30D | +15.1% | -31.9% | +47.1% | +22.8% |
| 3M | +3.5% | -48.0% | +51.5% | +16.3% |
| 6M | +0.4% | -62.6% | +63.0% | +19.5% |
| YTD | +4.6% | -63.3% | +67.9% | +24.7% |
| 1Y | +33.1% | -58.4% | +91.5% | +54.5% |
| 3Y | +396.0% | -38.2% | +434.2% | +408.3% |
| 5Y | +230.3% | -11.1% | +241.4% | +199.3% |
| All | +356.2% | -32.1% | +388.3% | +337.4% |
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 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