+394.9%
TTWO vs IONS
+87.6%
+307.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +0.4% | -6.7% | +7.0% | +1.5% |
| 30D | -11.3% | -4.1% | -7.2% | -10.8% |
| 3M | +1.6% | -26.6% | +28.2% | +5.8% |
| 6M | +2.1% | -27.5% | +29.6% | +6.4% |
| YTD | -15.8% | -31.5% | +15.6% | -11.6% |
| 1Y | -12.6% | -15.3% | +2.7% | -11.5% |
| 3Y | +48.2% | +31.3% | +16.9% | +34.2% |
| 5Y | +40.0% | +50.2% | -10.2% | +20.4% |
| All | +394.9% | +87.6% | +307.2% | +324.2% |
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