+91.9%
TT vs IONS
-40.7%
+132.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.1% | +9.1% | +0.6% |
| 7D | +0.8% | -30.3% | +31.1% | +2.8% |
| 30D | -11.8% | -37.7% | +26.0% | -9.3% |
| 3M | -11.6% | -50.5% | +38.9% | -7.6% |
| 6M | -9.3% | -62.8% | +53.5% | -3.7% |
| YTD | +8.9% | -64.4% | +73.3% | +16.1% |
| 1Y | -2.2% | -59.5% | +57.2% | +3.2% |
| 3Y | +91.9% | -39.2% | +131.1% | +88.0% |
| All | +91.9% | -40.7% | +132.6% | +88.0% |
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 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