+7,716.4%
TPR vs IONS
+443.5%
+7,272.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | -4.8% | +2.5% | -1.5% |
| 30D | -23.0% | +7.2% | -30.2% | -23.9% |
| 3M | -12.5% | -22.7% | +10.2% | -9.4% |
| 6M | -21.4% | -26.9% | +5.5% | -17.9% |
| YTD | -3.5% | -26.6% | +23.1% | +0.6% |
| 1Y | +17.4% | -2.1% | +19.5% | +16.3% |
| 3Y | +291.3% | +43.4% | +247.8% | +251.5% |
| 5Y | +241.9% | +47.0% | +194.9% | +199.1% |
| 10Y | +322.7% | +97.2% | +225.5% | +231.8% |
| All | +7,716.4% | +443.5% | +7,272.9% | +3,552.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling