-85.4%
TTD vs IONS
+17.1%
-102.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +5.2% | -9.4% | +14.6% | +8.0% |
| 30D | +6.9% | -10.7% | +17.7% | +10.2% |
| 3M | -26.8% | -27.7% | +0.8% | -21.0% |
| 6M | -46.1% | -48.7% | +2.6% | -37.0% |
| YTD | -65.9% | -50.2% | -15.8% | -60.1% |
| 1Y | -71.8% | -46.8% | -25.0% | -67.9% |
| 3Y | -83.3% | -14.8% | -68.5% | -85.4% |
| All | -85.4% | +17.1% | -102.5% | -90.1% |
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