+35.7%
IONS vs TKO
+103.5%
-67.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | -8.7% | +0.7% | -9.3% | -8.8% |
| 30D | -1.6% | +0.9% | -2.5% | -1.9% |
| 3M | -24.9% | -6.2% | -18.7% | -24.0% |
| 6M | -25.7% | -5.6% | -20.0% | -25.0% |
| YTD | -29.2% | -7.8% | -21.3% | -28.3% |
| 1Y | -13.0% | -1.2% | -11.8% | -13.3% |
| All | +35.7% | +103.5% | -67.8% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling