+421.8%
TPR vs IONS
-17.7%
+439.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.4% | +10.4% | +7.5% |
| 7D | +13.9% | -12.6% | +26.5% | +15.9% |
| 30D | +14.9% | -11.8% | +26.7% | +16.7% |
| 3M | -15.4% | -28.4% | +13.0% | -11.6% |
| 6M | -4.5% | -48.4% | +44.0% | +3.7% |
| YTD | +6.0% | -51.0% | +56.9% | +15.6% |
| 1Y | +24.3% | -48.0% | +72.4% | +34.5% |
| All | +421.8% | -17.7% | +439.5% | +390.5% |
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