+31.2%
OMC vs IONS
-34.1%
+65.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -21.4% | +23.8% | +3.6% |
| 7D | +5.4% | -24.8% | +30.2% | +6.8% |
| 30D | +15.7% | -31.5% | +47.3% | +17.9% |
| 3M | +4.9% | -45.2% | +50.1% | +8.4% |
| 6M | +17.3% | -59.1% | +76.3% | +23.2% |
| YTD | +13.0% | -60.8% | +73.8% | +19.0% |
| 1Y | +24.1% | -57.9% | +81.9% | +29.5% |
| 3Y | +31.2% | -34.5% | +65.7% | +24.4% |
| All | +31.2% | -34.1% | +65.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling