-10.3%
TSCO vs IONS
+53.9%
-64.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -3.1% | -4.3% | +1.1% | -2.7% |
| 30D | -4.4% | +0.4% | -4.8% | -4.4% |
| 3M | +9.7% | -24.1% | +33.8% | +11.6% |
| 6M | -32.4% | -26.4% | -6.0% | -31.1% |
| YTD | -31.7% | -29.7% | -2.0% | -30.1% |
| 1Y | -41.3% | -13.0% | -28.2% | -41.2% |
| 3Y | -18.3% | +35.0% | -53.4% | -23.9% |
| 5Y | -10.3% | +54.2% | -64.4% | -21.0% |
| All | -10.3% | +53.9% | -64.2% | -21.0% |
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