+663.0%
TSEM vs IONS
+47.7%
+615.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +6.9% | -4.8% | +11.7% | +7.7% |
| 30D | +5.3% | +7.2% | -1.9% | +4.1% |
| 3M | -14.9% | -22.7% | +7.8% | -12.8% |
| 6M | +80.0% | -26.9% | +106.9% | +86.4% |
| YTD | +89.4% | -26.6% | +115.9% | +95.8% |
| 1Y | +253.1% | -2.1% | +255.2% | +246.5% |
| 3Y | +642.1% | +43.4% | +598.7% | +552.0% |
| All | +663.0% | +47.7% | +615.3% | +556.4% |
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