-64.1%
OUST vs IONS
-16.1%
-48.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.6% | +12.4% | +13.5% |
| 7D | +17.0% | -9.4% | +26.4% | +20.9% |
| 30D | -16.5% | -10.7% | -5.8% | -13.2% |
| 3M | -23.7% | -27.7% | +4.0% | -15.9% |
| 6M | +18.4% | -48.7% | +67.1% | +41.6% |
| YTD | +60.8% | -50.2% | +111.0% | +93.9% |
| 1Y | +44.2% | -46.8% | +91.0% | +69.8% |
| 3Y | +668.1% | -14.8% | +682.9% | +613.7% |
| 5Y | -48.8% | +17.0% | -65.8% | -59.1% |
| All | -64.1% | -16.1% | -48.0% | -67.4% |
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