+843.5%
TTMI vs IONS
+51.6%
+791.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.4% |
| 7D | +12.2% | -5.3% | +17.5% | +13.2% |
| 30D | -5.7% | +0.3% | -6.0% | -6.0% |
| 3M | -27.5% | -22.9% | -4.6% | -25.2% |
| 6M | +47.1% | -23.4% | +70.5% | +51.8% |
| YTD | +87.5% | -28.3% | +115.8% | +96.0% |
| 1Y | +175.2% | -7.0% | +182.2% | +172.7% |
| 3Y | +901.9% | +37.6% | +864.3% | +774.8% |
| 5Y | +843.5% | +53.4% | +790.1% | +687.5% |
| All | +843.5% | +51.6% | +791.9% | +687.5% |
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