-10.1%
OTIS vs IONS
-44.5%
+34.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.5% | +3.9% |
| 7D | +9.5% | -10.6% | +20.1% | +9.7% |
| 30D | +21.1% | -7.7% | +28.8% | +21.2% |
| 3M | +9.0% | -27.1% | +36.1% | +9.9% |
| 6M | +6.4% | -46.8% | +53.2% | +8.1% |
| YTD | -7.1% | -49.2% | +42.1% | -6.1% |
| 1Y | -10.1% | -44.9% | +34.8% | -10.1% |
| All | -10.1% | -44.5% | +34.4% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling