+218.5%
TRU vs IONS
-8.8%
+227.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.4% |
| 7D | -7.2% | -5.3% | -1.9% | -6.5% |
| 30D | -2.8% | +0.3% | -3.1% | -3.0% |
| 3M | +13.0% | -22.9% | +35.9% | +16.6% |
| 6M | +0.7% | -23.4% | +24.1% | +3.9% |
| YTD | -9.0% | -28.3% | +19.3% | -5.5% |
| 1Y | -16.3% | -7.0% | -9.3% | -16.8% |
| 3Y | -1.1% | +37.6% | -38.7% | -10.5% |
| 5Y | -36.0% | +53.4% | -89.4% | -44.1% |
| 10Y | +139.9% | +83.9% | +55.9% | +102.6% |
| All | +218.5% | -8.8% | +227.2% | +180.8% |
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