+91.2%
OTIS vs IONS
-34.9%
+126.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.1% | +8.3% | -0.2% |
| 7D | +1.7% | -30.3% | +32.0% | +4.2% |
| 30D | +18.5% | -37.7% | +56.2% | +22.3% |
| 3M | +7.9% | -50.5% | +58.4% | +13.2% |
| 6M | +5.7% | -62.8% | +68.5% | +13.0% |
| YTD | -9.1% | -64.4% | +55.3% | -2.5% |
| 1Y | -11.6% | -59.5% | +47.9% | -6.3% |
| 3Y | +0.6% | -39.2% | +39.8% | +0.8% |
| 5Y | +1.8% | -15.3% | +17.2% | -3.4% |
| All | +91.2% | -34.9% | +126.1% | +74.9% |
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