+27.6%
TXG vs IONS
-13.7%
+41.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | +9.1% | -8.7% | +17.8% | +12.6% |
| 30D | +14.9% | -1.6% | +16.5% | +15.2% |
| 3M | +120.0% | -24.9% | +144.9% | +134.5% |
| 6M | +221.8% | -25.7% | +247.5% | +244.6% |
| YTD | +312.6% | -29.2% | +341.8% | +349.7% |
| 1Y | +398.4% | -13.0% | +411.5% | +394.6% |
| 3Y | +42.1% | +35.9% | +6.1% | +7.2% |
| 5Y | -63.5% | +54.5% | -118.0% | -74.8% |
| All | +27.6% | -13.7% | +41.3% | -5.6% |
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