+19.2%
TXG vs IONS
-56.6%
+75.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.1% | +5.8% | -0.2% |
| 7D | -3.7% | -30.3% | +26.6% | +7.1% |
| 30D | -22.0% | -37.7% | +15.7% | -9.4% |
| 3M | +7.4% | -50.5% | +57.9% | +34.1% |
| 6M | +191.2% | -62.8% | +254.0% | +289.2% |
| YTD | +285.7% | -64.4% | +350.0% | +423.6% |
| 1Y | +268.3% | -59.5% | +327.7% | +373.1% |
| 3Y | +77.3% | -39.2% | +116.5% | +76.9% |
| 5Y | -62.3% | -15.3% | -47.0% | -68.4% |
| All | +19.2% | -56.6% | +75.8% | +9.9% |
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 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