+381.6%
TTMI vs IONS
-16.3%
+397.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.3% | +6.6% |
| 7D | -19.8% | -9.4% | -10.4% | -18.2% |
| 30D | -48.1% | -10.7% | -37.4% | -46.9% |
| 3M | -51.2% | -27.7% | -23.6% | -48.4% |
| 6M | -59.6% | -48.7% | -10.9% | -55.4% |
| YTD | -3.6% | -50.2% | +46.6% | +7.0% |
| 1Y | -2.3% | -46.8% | +44.5% | +7.0% |
| All | +381.6% | -16.3% | +397.9% | +357.0% |
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