-35.8%
TRU vs IONS
+53.9%
-89.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -9.4% | -4.3% | -5.1% | -8.7% |
| 30D | -4.1% | +0.4% | -4.5% | -4.3% |
| 3M | +13.6% | -24.1% | +37.7% | +17.9% |
| 6M | +3.6% | -26.4% | +30.0% | +8.0% |
| YTD | -9.8% | -29.7% | +19.8% | -5.6% |
| 1Y | -13.6% | -13.0% | -0.6% | -13.6% |
| 3Y | -2.0% | +35.0% | -37.0% | -15.3% |
| 5Y | -35.8% | +54.2% | -90.0% | -48.6% |
| All | -35.8% | +53.9% | -89.8% | -48.6% |
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