+145.7%
TRU vs IONS
+87.6%
+58.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.4% |
| 7D | -2.7% | -6.7% | +4.0% | -1.6% |
| 30D | -2.0% | -4.1% | +2.1% | -1.5% |
| 3M | +18.4% | -26.6% | +45.0% | +23.7% |
| 6M | +8.9% | -27.5% | +36.4% | +13.9% |
| YTD | -8.9% | -31.5% | +22.5% | -4.1% |
| 1Y | -15.9% | -15.3% | -0.5% | -15.1% |
| 3Y | -1.1% | +31.3% | -32.4% | -11.6% |
| 5Y | -35.2% | +50.2% | -85.4% | -44.8% |
| All | +145.7% | +87.6% | +58.0% | +108.2% |
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