+116.6%
TYL vs IONS
+96.6%
+20.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -3.7% | -4.8% | +1.2% | -3.0% |
| 30D | +18.7% | +7.2% | +11.5% | +17.4% |
| 3M | +18.1% | -22.7% | +40.8% | +21.6% |
| 6M | -1.1% | -26.9% | +25.8% | +2.4% |
| YTD | -19.8% | -26.6% | +6.8% | -17.1% |
| 1Y | -34.3% | -2.1% | -32.2% | -35.1% |
| 3Y | -8.2% | +43.4% | -51.7% | -17.5% |
| 5Y | -25.4% | +47.0% | -72.4% | -34.8% |
| All | +116.6% | +96.6% | +20.1% | +81.2% |
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