-31.2%
TSEM vs IONS
+855.6%
-886.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.6% |
| 7D | -17.5% | -9.4% | -8.1% | -16.2% |
| 30D | -44.7% | -10.7% | -33.9% | -43.7% |
| 3M | -38.9% | -27.7% | -11.2% | -35.9% |
| 6M | -36.7% | -48.7% | +12.0% | -30.8% |
| YTD | +17.0% | -50.2% | +67.1% | +28.2% |
| 1Y | +62.8% | -46.8% | +109.6% | +76.5% |
| 3Y | +471.3% | -14.8% | +486.1% | +465.7% |
| 5Y | +290.3% | +17.0% | +273.3% | +260.4% |
| 10Y | +790.1% | +45.3% | +744.8% | +657.4% |
| All | -31.2% | +855.6% | -886.9% | -61.5% |
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