-44.9%
IONS vs TKO
+5.6%
-50.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.0% | -1.4% |
| 7D | -10.6% | +11.3% | -21.9% | -12.9% |
| 30D | -7.7% | +9.3% | -17.0% | -9.8% |
| 3M | -27.1% | +5.3% | -32.4% | -28.4% |
| 6M | -46.8% | +4.9% | -51.6% | -47.6% |
| YTD | -49.2% | -6.3% | -42.9% | -48.0% |
| 1Y | -44.9% | +4.9% | -49.8% | -46.7% |
| All | -44.9% | +5.6% | -50.6% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling