-10.3%
TSCO vs IONS
-11.8%
+1.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.0% |
| 7D | +0.3% | -26.3% | +26.6% | +2.5% |
| 30D | +11.3% | -31.9% | +43.3% | +14.5% |
| 3M | +1.5% | -48.0% | +49.5% | +7.0% |
| 6M | +24.0% | -62.6% | +86.5% | +33.9% |
| YTD | -25.7% | -63.3% | +37.6% | -19.6% |
| 1Y | -33.6% | -58.4% | +24.8% | -29.1% |
| 3Y | -1.5% | -38.2% | +36.7% | -1.7% |
| All | -10.3% | -11.8% | +1.5% | -16.7% |
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