+361.1%
TTD vs IONS
+64.5%
+296.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -4.6% | -8.7% | +4.1% | -1.7% |
| 30D | +3.7% | -1.6% | +5.3% | +3.8% |
| 3M | -30.2% | -24.9% | -5.3% | -25.4% |
| 6M | -51.4% | -25.7% | -25.7% | -48.0% |
| YTD | -63.4% | -29.2% | -34.2% | -60.5% |
| 1Y | -73.5% | -13.0% | -60.5% | -73.7% |
| 3Y | -83.5% | +35.9% | -119.4% | -87.4% |
| 5Y | -80.9% | +54.5% | -135.4% | -86.5% |
| All | +361.1% | +64.5% | +296.6% | +248.7% |
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