+54.2%
IONS vs TCOM
+21.5%
+32.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -4.3% | -6.5% | +2.3% | -3.5% |
| 30D | +0.4% | -16.2% | +16.6% | +2.6% |
| 3M | -24.1% | -19.3% | -4.8% | -22.2% |
| 6M | -26.4% | -27.2% | +0.8% | -23.7% |
| YTD | -29.7% | -46.2% | +16.5% | -24.4% |
| 1Y | -13.0% | -46.6% | +33.6% | -6.6% |
| 3Y | +35.0% | +8.4% | +26.7% | +28.1% |
| 5Y | +54.2% | +25.8% | +28.4% | +44.7% |
| All | +54.2% | +21.5% | +32.7% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling