+299.4%
TPR vs IONS
+43.7%
+255.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | -4.8% | +2.5% | -1.7% |
| 30D | -23.0% | +7.2% | -30.2% | -23.7% |
| 3M | -12.5% | -22.7% | +10.2% | -10.2% |
| 6M | -21.4% | -26.9% | +5.5% | -18.8% |
| YTD | -3.5% | -26.6% | +23.1% | -0.4% |
| 1Y | +17.4% | -2.1% | +19.5% | +16.7% |
| All | +299.4% | +43.7% | +255.7% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling