+51.8%
TTWO vs IONS
-36.9%
+88.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.1% |
| 7D | +6.0% | -26.3% | +32.3% | +8.5% |
| 30D | +13.2% | -31.9% | +45.2% | +16.6% |
| 3M | -5.8% | -48.0% | +42.2% | -1.0% |
| 6M | +0.4% | -62.6% | +62.9% | +7.8% |
| YTD | -11.0% | -63.3% | +52.2% | -4.4% |
| 1Y | -4.1% | -58.4% | +54.3% | +2.1% |
| 3Y | +51.8% | -38.2% | +90.0% | +50.9% |
| All | +51.8% | -36.9% | +88.7% | +50.9% |
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 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