+973.8%
IONS vs TCOM
+2,694.8%
-1,721.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -4.8% | -9.5% | +4.7% | -2.9% |
| 30D | +7.2% | -10.7% | +17.9% | +9.6% |
| 3M | -22.7% | -14.6% | -8.1% | -20.6% |
| 6M | -26.9% | -19.3% | -7.6% | -24.2% |
| YTD | -26.6% | -42.9% | +16.4% | -18.8% |
| 1Y | -2.1% | -43.8% | +41.7% | +8.2% |
| 3Y | +43.4% | +2.1% | +41.3% | +35.3% |
| 5Y | +47.0% | +31.2% | +15.8% | +23.3% |
| 10Y | +97.2% | -13.9% | +111.1% | +70.4% |
| All | +973.8% | +2,694.8% | -1,721.0% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling