+133.6%
IONS vs TKO
+1,446.8%
-1,313.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +6.2% |
| 7D | -26.3% | +2.3% | -28.6% | -27.0% |
| 30D | -31.9% | +13.4% | -45.3% | -34.6% |
| 3M | -48.0% | -1.7% | -46.3% | -48.1% |
| 6M | -62.6% | +7.2% | -69.8% | -63.6% |
| YTD | -63.3% | -5.4% | -57.9% | -63.2% |
| 1Y | -58.4% | +8.7% | -67.1% | -60.0% |
| 3Y | -38.2% | +150.4% | -188.7% | -54.4% |
| 5Y | -11.1% | +276.6% | -287.7% | -43.4% |
| 10Y | -31.7% | +1,134.6% | -1,166.3% | -72.8% |
| All | +133.6% | +1,446.8% | -1,313.2% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling