+750.6%
TT vs IONS
-5.7%
+756.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -21.4% | +26.0% | +7.4% |
| 7D | +1.7% | -24.8% | +26.6% | +5.1% |
| 30D | -11.8% | -31.5% | +19.7% | -7.9% |
| 3M | -12.6% | -45.2% | +32.6% | -6.1% |
| 6M | -9.4% | -59.1% | +49.7% | +0.6% |
| YTD | +8.8% | -60.8% | +69.6% | +21.4% |
| 1Y | -2.5% | -57.9% | +55.3% | +7.5% |
| 3Y | +95.7% | -34.5% | +130.1% | +96.6% |
| 5Y | +135.7% | -8.8% | +144.6% | +119.9% |
| 10Y | +750.6% | -19.2% | +769.8% | +715.1% |
| All | +750.6% | -5.7% | +756.3% | +715.1% |
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 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