+322.0%
TSM vs IONS
-16.4%
+338.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +6.1% |
| 7D | -7.6% | -9.4% | +1.9% | -6.2% |
| 30D | -20.5% | -10.7% | -9.8% | -19.2% |
| 3M | -10.0% | -27.7% | +17.7% | -6.2% |
| 6M | -10.1% | -48.7% | +38.7% | -2.7% |
| YTD | +24.5% | -50.2% | +74.7% | +35.1% |
| 1Y | +31.2% | -46.8% | +78.0% | +40.8% |
| 3Y | +322.0% | -14.8% | +336.8% | +299.0% |
| All | +322.0% | -16.4% | +338.4% | +299.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling