+129.6%
TT vs IONS
+43.7%
+85.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | 0.0% | -4.8% | +4.8% | +0.4% |
| 30D | -7.2% | +7.2% | -14.4% | -7.8% |
| 3M | -3.0% | -22.7% | +19.7% | -1.4% |
| 6M | +1.4% | -26.9% | +28.2% | +3.5% |
| YTD | +15.9% | -26.6% | +42.5% | +18.3% |
| 1Y | +9.4% | -2.1% | +11.5% | +8.8% |
| All | +129.6% | +43.7% | +85.9% | +116.7% |
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 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