+51.7%
OMC vs IONS
-33.8%
+85.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +1.6% | -29.4% | +31.0% | +5.1% |
| 30D | +15.3% | -35.1% | +50.5% | +20.4% |
| 3M | +4.5% | -48.9% | +53.4% | +11.9% |
| 6M | +20.8% | -62.4% | +83.2% | +33.2% |
| YTD | +13.5% | -64.2% | +77.7% | +25.7% |
| 1Y | +25.2% | -60.9% | +86.1% | +37.0% |
| 3Y | +30.5% | -38.9% | +69.4% | +31.1% |
| 5Y | +52.7% | -15.6% | +68.3% | +43.8% |
| All | +51.7% | -33.8% | +85.5% | +47.2% |
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