-97.1%
TSLQ vs IONS
+50.3%
-147.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.2% |
| 7D | +5.7% | -4.3% | +9.9% | +4.7% |
| 30D | -21.1% | +0.4% | -21.5% | -21.0% |
| 3M | -11.5% | -24.1% | +12.6% | -16.1% |
| 6M | -14.9% | -26.4% | +11.5% | -19.6% |
| YTD | +2.4% | -29.7% | +32.1% | -4.2% |
| 1Y | -49.8% | -13.0% | -36.7% | -49.9% |
| 3Y | -95.8% | +35.0% | -130.9% | -94.4% |
| All | -97.1% | +50.3% | -147.4% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling