+233.0%
TRU vs IONS
-53.2%
+286.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.8% |
| 7D | 0.0% | -26.3% | +26.3% | +4.0% |
| 30D | +21.3% | -31.9% | +53.2% | +27.5% |
| 3M | +0.2% | -48.0% | +48.2% | +9.4% |
| 6M | +22.4% | -62.6% | +84.9% | +39.4% |
| YTD | -4.8% | -63.3% | +58.4% | +8.3% |
| 1Y | -0.2% | -58.4% | +58.2% | +11.3% |
| 3Y | +57.9% | -38.2% | +96.1% | +60.3% |
| 5Y | -26.1% | -11.1% | -15.0% | -30.4% |
| 10Y | +184.8% | -31.7% | +216.6% | +171.6% |
| All | +233.0% | -53.2% | +286.3% | +221.6% |
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 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