+256.1%
TPR vs IONS
+17.1%
+239.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +14.2% | -9.4% | +23.6% | +16.0% |
| 30D | +17.1% | -10.7% | +27.8% | +19.2% |
| 3M | -17.7% | -27.7% | +9.9% | -13.2% |
| 6M | -10.2% | -48.7% | +38.5% | -0.2% |
| YTD | +4.9% | -50.2% | +55.1% | +16.9% |
| 1Y | +36.1% | -46.8% | +82.9% | +49.7% |
| 3Y | +416.5% | -14.8% | +431.3% | +400.4% |
| All | +256.1% | +17.1% | +239.0% | +207.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling