+230.9%
ASTS vs IONS
-29.5%
+260.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.5% |
| 7D | -21.1% | -9.4% | -11.7% | -18.3% |
| 30D | -46.7% | -10.7% | -36.0% | -44.6% |
| 3M | -52.0% | -27.7% | -24.3% | -46.9% |
| 6M | -54.3% | -48.7% | -5.6% | -44.8% |
| YTD | -55.5% | -50.2% | -5.3% | -45.6% |
| 1Y | -50.5% | -46.8% | -3.7% | -40.6% |
| 3Y | +706.2% | -14.8% | +721.1% | +693.7% |
| 5Y | +165.2% | +17.0% | +148.2% | +126.2% |
| All | +230.9% | -29.5% | +260.4% | +200.5% |
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