-97.6%
TSLQ vs IONS
-23.9%
-73.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.1% | +8.2% | -2.5% |
| 7D | +4.7% | -30.3% | +35.0% | -2.1% |
| 30D | -5.6% | -37.7% | +32.2% | -13.6% |
| 3M | -34.6% | -50.5% | +15.9% | -42.9% |
| 6M | -11.4% | -62.8% | +51.4% | -26.8% |
| YTD | -14.1% | -64.4% | +50.3% | -29.5% |
| 1Y | -20.7% | -59.5% | +38.7% | -32.3% |
| 3Y | -96.9% | -39.2% | -57.7% | -96.4% |
| All | -97.6% | -23.9% | -73.7% | -97.1% |
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 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