+168.9%
TYL vs IONS
+17.3%
+151.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.5% |
| 7D | +6.7% | -9.4% | +16.1% | +8.1% |
| 30D | +26.5% | -10.7% | +37.3% | +28.3% |
| 3M | +37.3% | -27.7% | +64.9% | +43.0% |
| 6M | +31.2% | -48.7% | +79.9% | +42.6% |
| YTD | -7.4% | -50.2% | +42.8% | +0.9% |
| 1Y | -9.6% | -46.8% | +37.2% | -2.6% |
| 3Y | +1.9% | -14.8% | +16.7% | -1.1% |
| 5Y | -21.1% | +17.0% | -38.1% | -29.1% |
| All | +168.9% | +17.3% | +151.6% | +144.1% |
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