+11.3%
TSEM vs IONS
+1,308.2%
-1,296.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | -14.9% | -22.7% | +7.8% | -12.5% |
| 6M | +80.0% | -26.9% | +106.9% | +86.6% |
| YTD | +89.4% | -26.6% | +115.9% | +96.1% |
| 1Y | +253.1% | -2.1% | +255.2% | +249.8% |
| 3Y | +642.1% | +43.4% | +598.7% | +578.4% |
| 5Y | +659.1% | +47.0% | +612.1% | +576.2% |
| 10Y | +1,291.4% | +97.2% | +1,194.2% | +1,027.9% |
| All | +11.3% | +1,308.2% | -1,296.9% | -41.1% |
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