+180.7%
TYL vs IONS
-30.0%
+210.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.1% | +9.9% | +2.1% |
| 7D | +4.3% | -30.3% | +34.6% | +9.2% |
| 30D | +28.0% | -37.7% | +65.7% | +35.9% |
| 3M | +32.3% | -50.5% | +82.8% | +44.9% |
| 6M | +29.9% | -62.8% | +92.7% | +47.3% |
| YTD | -7.1% | -64.4% | +57.3% | +5.7% |
| 1Y | -9.2% | -59.5% | +50.2% | +1.2% |
| 3Y | +0.7% | -39.2% | +39.9% | +1.9% |
| 5Y | -21.1% | -15.3% | -5.7% | -26.5% |
| All | +180.7% | -30.0% | +210.7% | +166.7% |
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