+420.4%
TTMI vs IONS
-27.6%
+448.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.1% | +4.9% | -2.5% |
| 7D | -11.5% | -30.3% | +18.7% | -6.3% |
| 30D | -40.3% | -37.7% | -2.6% | -35.3% |
| 3M | -44.5% | -50.5% | +6.0% | -37.3% |
| 6M | -54.1% | -62.8% | +8.7% | -46.0% |
| YTD | +4.7% | -64.4% | +69.0% | +24.0% |
| 1Y | +3.3% | -59.5% | +62.8% | +19.5% |
| 3Y | +407.2% | -39.2% | +446.4% | +421.2% |
| 5Y | +406.5% | -15.3% | +421.9% | +376.0% |
| 10Y | +420.4% | -31.2% | +451.5% | +369.3% |
| All | +420.4% | -27.6% | +448.0% | +369.3% |
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