+10.3%
TXG vs IONS
-55.3%
+65.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -3.7% |
| 7D | -1.8% | -26.3% | +24.4% | +6.8% |
| 30D | -20.4% | -31.9% | +11.5% | -10.5% |
| 3M | +0.1% | -48.0% | +48.1% | +22.8% |
| 6M | +176.2% | -62.6% | +238.7% | +268.7% |
| YTD | +256.8% | -63.3% | +320.0% | +379.0% |
| 1Y | +255.9% | -58.4% | +314.3% | +353.4% |
| 3Y | +60.2% | -38.2% | +98.4% | +59.1% |
| 5Y | -65.1% | -11.1% | -54.0% | -71.2% |
| All | +10.3% | -55.3% | +65.6% | +0.5% |
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