-17.2%
TTWO vs IONS
-44.5%
+27.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.2% |
| 7D | +7.0% | -10.6% | +17.5% | +8.4% |
| 30D | +2.7% | -7.7% | +10.4% | +3.6% |
| 3M | -13.0% | -27.1% | +14.1% | -10.3% |
| 6M | -7.2% | -46.8% | +39.6% | -1.8% |
| YTD | -18.4% | -49.2% | +30.8% | -13.6% |
| 1Y | -17.2% | -44.9% | +27.7% | -14.8% |
| All | -17.2% | -44.5% | +27.3% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling