+80.6%
IONS vs TKO
+989.7%
-909.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.7% |
| 7D | -6.7% | +2.3% | -9.0% | -7.3% |
| 30D | -4.1% | -2.5% | -1.6% | -3.7% |
| 3M | -26.6% | -10.6% | -16.0% | -24.7% |
| 6M | -27.5% | -5.1% | -22.5% | -26.9% |
| YTD | -31.5% | -8.2% | -23.3% | -30.5% |
| 1Y | -15.3% | -4.4% | -10.9% | -15.1% |
| 3Y | +31.3% | +100.4% | -69.1% | +7.5% |
| 5Y | +50.2% | +294.3% | -244.1% | +0.7% |
| All | +80.6% | +989.7% | -909.1% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling