-64.4%
TXG vs IONS
+51.6%
-116.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +5.6% |
| 7D | +9.4% | -5.3% | +14.7% | +11.4% |
| 30D | +26.1% | +0.3% | +25.8% | +25.6% |
| 3M | +124.8% | -22.9% | +147.7% | +136.7% |
| 6M | +215.2% | -23.4% | +238.6% | +233.0% |
| YTD | +302.2% | -28.3% | +330.5% | +336.3% |
| 1Y | +370.9% | -7.0% | +378.0% | +349.8% |
| 3Y | +38.5% | +37.6% | +0.9% | -0.8% |
| 5Y | -64.4% | +53.4% | -117.8% | -79.0% |
| All | -64.4% | +51.6% | -116.0% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling