-5.8%
OSCR vs IONS
-1.6%
-4.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.4% |
| 7D | +1.6% | -6.7% | +8.3% | +3.7% |
| 30D | +10.7% | -4.1% | +14.8% | +11.7% |
| 3M | +13.4% | -26.6% | +39.9% | +21.7% |
| 6M | +144.6% | -27.5% | +172.1% | +163.2% |
| YTD | +128.0% | -31.5% | +159.5% | +148.6% |
| 1Y | +68.7% | -15.3% | +84.0% | +72.4% |
| 3Y | +398.8% | +31.3% | +367.5% | +297.9% |
| 5Y | +87.3% | +50.2% | +37.0% | +32.9% |
| All | -5.8% | -1.6% | -4.3% | -28.3% |
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 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