+50.2%
OMC vs IONS
-32.1%
+82.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.6% |
| 7D | +1.9% | -26.3% | +28.1% | +4.9% |
| 30D | +12.2% | -31.9% | +44.1% | +16.5% |
| 3M | +0.6% | -48.0% | +48.6% | +7.5% |
| 6M | +21.0% | -62.6% | +83.6% | +33.6% |
| YTD | +12.4% | -63.3% | +75.6% | +24.1% |
| 1Y | +25.4% | -58.4% | +83.8% | +36.1% |
| 3Y | +29.2% | -38.2% | +67.4% | +29.7% |
| 5Y | +52.6% | -11.1% | +63.7% | +42.8% |
| All | +50.2% | -32.1% | +82.3% | +45.2% |
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