+404.8%
IONS vs TCOM
+2,843.2%
-2,438.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -29.6% | -1.4% | -28.2% | -29.4% |
| 30D | -35.6% | +11.5% | -47.1% | -37.0% |
| 3M | -51.7% | -5.2% | -46.5% | -51.3% |
| 6M | -64.0% | -16.9% | -47.1% | -62.9% |
| YTD | -65.5% | -39.9% | -25.6% | -62.3% |
| 1Y | -62.4% | -42.1% | -20.3% | -58.7% |
| 3Y | -41.1% | +28.0% | -69.1% | -46.9% |
| 5Y | -16.5% | +40.4% | -56.8% | -30.9% |
| 10Y | -35.8% | +5.6% | -41.5% | -46.9% |
| All | +404.8% | +2,843.2% | -2,438.4% | +100.3% |
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