+244.8%
ASTS vs IONS
-49.6%
+294.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -9.1% | +0.4% | -6.0% |
| 7D | -9.3% | -30.3% | +20.9% | -0.5% |
| 30D | -33.9% | -37.7% | +3.8% | -24.7% |
| 3M | -51.0% | -50.5% | -0.5% | -40.3% |
| 6M | -55.1% | -62.8% | +7.7% | -41.4% |
| YTD | -53.6% | -64.4% | +10.8% | -38.5% |
| 1Y | -51.0% | -59.5% | +8.5% | -37.4% |
| 3Y | +681.7% | -39.2% | +720.9% | +736.7% |
| 5Y | +182.4% | -15.3% | +197.7% | +161.0% |
| All | +244.8% | -49.6% | +294.4% | +240.0% |
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