+421.1%
IONS vs TCOM
+2,902.5%
-2,481.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.1% | -9.2% | -9.1% |
| 7D | -30.3% | +6.5% | -36.8% | -31.1% |
| 30D | -37.7% | +13.3% | -51.1% | -39.3% |
| 3M | -50.5% | -6.5% | -44.0% | -49.9% |
| 6M | -62.8% | -16.3% | -46.4% | -61.7% |
| YTD | -64.4% | -38.7% | -25.7% | -61.2% |
| 1Y | -59.5% | -40.1% | -19.3% | -55.7% |
| 3Y | -39.2% | +30.6% | -69.8% | -45.4% |
| 5Y | -15.3% | +45.8% | -61.1% | -30.5% |
| 10Y | -31.2% | +8.1% | -39.2% | -43.3% |
| All | +421.1% | +2,902.5% | -2,481.4% | +105.9% |
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