-8.7%
OSCR vs IONS
+1.7%
-10.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.4% |
| 7D | +4.7% | -8.7% | +13.4% | +7.5% |
| 30D | +14.8% | -1.6% | +16.4% | +15.0% |
| 3M | +16.7% | -24.9% | +41.6% | +24.5% |
| 6M | +127.5% | -25.7% | +153.2% | +143.0% |
| YTD | +121.0% | -29.2% | +150.2% | +138.6% |
| 1Y | +58.4% | -13.0% | +71.4% | +60.7% |
| 3Y | +392.4% | +35.9% | +356.5% | +288.6% |
| 5Y | +80.5% | +54.5% | +26.0% | +27.1% |
| All | -8.7% | +1.7% | -10.4% | -31.1% |
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