-80.8%
TTD vs IONS
+47.7%
-128.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +6.3% | -4.8% | +11.2% | +7.8% |
| 30D | -23.9% | +7.2% | -31.1% | -26.0% |
| 3M | -31.4% | -22.7% | -8.7% | -27.9% |
| 6M | -42.7% | -26.9% | -15.8% | -39.0% |
| YTD | -62.0% | -26.6% | -35.4% | -59.8% |
| 1Y | -72.2% | -2.1% | -70.1% | -73.7% |
| 3Y | -81.9% | +43.4% | -125.4% | -87.1% |
| All | -80.8% | +47.7% | -128.6% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling