+274.8%
ASTS vs IONS
-49.3%
+324.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.5% |
| 7D | +2.8% | -29.4% | +32.2% | +12.4% |
| 30D | -28.8% | -35.1% | +6.3% | -19.9% |
| 3M | -48.9% | -48.9% | 0.0% | -38.3% |
| 6M | -55.6% | -62.4% | +6.8% | -42.3% |
| YTD | -49.6% | -64.2% | +14.6% | -33.2% |
| 1Y | -46.1% | -60.9% | +14.8% | -30.3% |
| 3Y | +749.7% | -38.9% | +788.5% | +808.2% |
| 5Y | +193.2% | -15.6% | +208.8% | +171.0% |
| All | +274.8% | -49.3% | +324.1% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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