-4.5%
TT vs IONS
-44.5%
+40.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -8.5% | -10.6% | +2.1% | -7.7% |
| 30D | -12.8% | -7.7% | -5.1% | -12.3% |
| 3M | -12.9% | -27.1% | +14.2% | -11.0% |
| 6M | -15.2% | -46.8% | +31.6% | -12.7% |
| YTD | +6.2% | -49.2% | +55.5% | +11.3% |
| 1Y | -4.5% | -44.9% | +40.4% | -1.6% |
| All | -4.5% | -44.5% | +40.0% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling