+902.6%
TT vs IONS
+98.1%
+804.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | 0.0% | -4.8% | +4.8% | +0.7% |
| 30D | -7.2% | +7.2% | -14.4% | -8.2% |
| 3M | -3.0% | -22.7% | +19.7% | -0.3% |
| 6M | +1.4% | -26.9% | +28.2% | +4.8% |
| YTD | +15.9% | -26.6% | +42.5% | +19.8% |
| 1Y | +9.4% | -2.1% | +11.5% | +8.3% |
| 3Y | +124.4% | +43.4% | +80.9% | +103.2% |
| 5Y | +138.0% | +47.0% | +91.0% | +109.8% |
| All | +902.6% | +98.1% | +804.5% | +692.0% |
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 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