+736.3%
TT vs IONS
-32.1%
+768.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.8% | -2.3% |
| 7D | +4.0% | -26.3% | +30.3% | +7.6% |
| 30D | -11.3% | -31.9% | +20.6% | -7.3% |
| 3M | -12.3% | -48.0% | +35.7% | -5.1% |
| 6M | -10.8% | -62.6% | +51.7% | +0.1% |
| YTD | +8.2% | -63.3% | +71.4% | +21.6% |
| 1Y | +1.5% | -58.4% | +59.9% | +12.0% |
| 3Y | +91.5% | -38.2% | +129.7% | +93.6% |
| 5Y | +130.2% | -11.1% | +141.3% | +114.7% |
| All | +736.3% | -32.1% | +768.4% | +707.7% |
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