+5,346.0%
TTWO vs IONS
+281.2%
+5,064.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -1.6% | -5.3% | +3.7% | -0.9% |
| 30D | -13.5% | +0.3% | -13.7% | -13.6% |
| 3M | +0.3% | -22.9% | +23.2% | +3.2% |
| 6M | +0.8% | -23.4% | +24.3% | +3.8% |
| YTD | -16.7% | -28.3% | +11.6% | -13.6% |
| 1Y | -14.3% | -7.0% | -7.2% | -14.4% |
| 3Y | +49.4% | +37.6% | +11.8% | +37.4% |
| 5Y | +33.8% | +53.4% | -19.6% | +19.0% |
| 10Y | +392.8% | +83.9% | +308.9% | +305.7% |
| All | +5,346.0% | +281.2% | +5,064.8% | +2,938.3% |
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