+15,506.2%
OKE vs IONS
+421.1%
+15,085.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -0.2% | -8.7% | +8.5% | +0.6% |
| 30D | +6.1% | -1.6% | +7.7% | +6.2% |
| 3M | +10.4% | -24.9% | +35.3% | +12.7% |
| 6M | +14.2% | -25.7% | +39.8% | +16.4% |
| YTD | +35.3% | -29.2% | +64.5% | +38.4% |
| 1Y | +40.6% | -13.0% | +53.6% | +41.2% |
| 3Y | +72.2% | +35.9% | +36.3% | +63.4% |
| 5Y | +139.6% | +54.5% | +85.1% | +122.3% |
| 10Y | +259.1% | +93.1% | +166.0% | +221.7% |
| All | +15,506.2% | +421.1% | +15,085.1% | +11,485.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling