-82.3%
TTD vs IONS
+43.7%
-126.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +6.3% | -4.8% | +11.2% | +6.7% |
| 30D | -23.9% | +7.2% | -31.1% | -24.5% |
| 3M | -31.4% | -22.7% | -8.7% | -30.3% |
| 6M | -42.7% | -26.9% | -15.8% | -41.5% |
| YTD | -62.0% | -26.6% | -35.4% | -61.3% |
| 1Y | -72.2% | -2.1% | -70.1% | -73.0% |
| All | -82.3% | +43.7% | -126.0% | -84.2% |
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