+396.5%
TTMI vs IONS
-32.1%
+428.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.4% | -9.3% | -4.0% |
| 7D | +11.4% | -26.3% | +37.7% | +16.4% |
| 30D | -28.3% | -31.9% | +3.7% | -23.7% |
| 3M | -46.7% | -48.0% | +1.3% | -40.4% |
| 6M | -56.1% | -62.6% | +6.4% | -48.5% |
| YTD | +7.4% | -63.3% | +70.6% | +26.3% |
| 1Y | +17.4% | -58.4% | +75.8% | +34.8% |
| 3Y | +429.1% | -38.2% | +467.4% | +441.9% |
| 5Y | +418.8% | -11.1% | +429.9% | +383.3% |
| All | +396.5% | -32.1% | +428.6% | +360.6% |
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