-97.2%
TSLQ vs IONS
+53.1%
-150.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.4% | -5.6% | -8.5% |
| 7D | -8.6% | -5.3% | -3.3% | -9.7% |
| 30D | -24.9% | +0.3% | -25.2% | -24.9% |
| 3M | -1.5% | -22.9% | +21.4% | -6.3% |
| 6M | -18.1% | -23.4% | +5.3% | -21.8% |
| YTD | -0.1% | -28.3% | +28.2% | -6.2% |
| 1Y | -51.4% | -7.0% | -44.3% | -50.6% |
| 3Y | -95.9% | +37.6% | -133.5% | -94.5% |
| All | -97.2% | +53.1% | -150.4% | -96.2% |
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