-15.3%
IONS vs TKO
-1.0%
-14.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.6% |
| 3M | -26.6% | -10.6% | -16.0% | -24.9% |
| 6M | -27.5% | -5.1% | -22.5% | -26.8% |
| YTD | -31.5% | -8.2% | -23.3% | -29.8% |
| 1Y | -15.3% | -4.4% | -10.9% | -17.8% |
| All | -15.3% | -1.0% | -14.4% | -17.8% |
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 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