+4,986.1%
OMC vs IONS
+440.4%
+4,545.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -6.4% | -4.8% | -1.6% | -6.1% |
| 30D | +1.1% | +7.2% | -6.1% | +0.5% |
| 3M | +10.4% | -22.7% | +33.1% | +12.2% |
| 6M | -1.7% | -26.9% | +25.2% | +0.3% |
| YTD | +4.4% | -26.6% | +31.0% | +6.4% |
| 1Y | +8.4% | -2.1% | +10.6% | +7.7% |
| 3Y | +14.4% | +43.4% | -29.0% | +8.3% |
| 5Y | +33.9% | +47.0% | -13.1% | +25.1% |
| 10Y | +34.9% | +97.2% | -62.3% | +18.9% |
| All | +4,986.1% | +440.4% | +4,545.7% | +3,312.1% |
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