+187.6%
TTMI vs IONS
+246.5%
-58.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.3% | +6.5% |
| 7D | -19.8% | -9.4% | -10.4% | -17.7% |
| 30D | -48.1% | -10.7% | -37.4% | -46.5% |
| 3M | -51.2% | -27.7% | -23.6% | -47.4% |
| 6M | -59.6% | -48.7% | -10.9% | -53.4% |
| YTD | -3.6% | -50.2% | +46.6% | +11.9% |
| 1Y | -2.3% | -46.8% | +44.5% | +11.5% |
| 3Y | +369.4% | -14.8% | +384.2% | +358.7% |
| 5Y | +365.4% | +17.0% | +348.4% | +305.8% |
| 10Y | +413.2% | +45.3% | +367.9% | +271.9% |
| All | +187.6% | +246.5% | -58.9% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling