-38.8%
IONS vs TCOM
+5.9%
-44.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.6% | +6.3% |
| 7D | -26.3% | -1.8% | -24.5% | -26.0% |
| 30D | -31.9% | +12.1% | -44.0% | -33.3% |
| 3M | -48.0% | -3.2% | -44.8% | -47.8% |
| 6M | -62.6% | -16.6% | -45.9% | -61.5% |
| YTD | -63.3% | -39.4% | -23.9% | -60.2% |
| 1Y | -58.4% | -41.5% | -16.9% | -54.7% |
| 3Y | -38.2% | +24.4% | -62.6% | -44.0% |
| 5Y | -11.1% | +41.6% | -52.7% | -26.1% |
| All | -38.8% | +5.9% | -44.7% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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