+253.1%
TSEM vs IONS
-2.1%
+255.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +6.9% | -4.8% | +11.7% | +7.4% |
| 30D | +5.3% | +7.2% | -1.9% | +4.6% |
| 3M | -14.9% | -22.7% | +7.8% | -17.2% |
| 6M | +80.0% | -26.9% | +106.9% | +76.1% |
| YTD | +89.4% | -26.6% | +115.9% | +86.3% |
| 1Y | +253.1% | -2.1% | +255.2% | +251.0% |
| All | +253.1% | -2.1% | +255.2% | +251.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling