-60.6%
OUST vs IONS
-40.0%
-20.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.1% | +8.2% | +1.7% |
| 7D | +31.9% | -30.3% | +62.1% | +44.3% |
| 30D | -4.2% | -37.7% | +33.5% | +8.8% |
| 3M | -9.3% | -50.5% | +41.2% | +10.1% |
| 6M | +51.7% | -62.8% | +114.4% | +95.5% |
| YTD | +76.6% | -64.4% | +141.0% | +131.0% |
| 1Y | +48.9% | -59.5% | +108.4% | +86.1% |
| 3Y | +675.3% | -39.2% | +714.4% | +683.2% |
| 5Y | -44.0% | -15.3% | -28.7% | -51.7% |
| All | -60.6% | -40.0% | -20.6% | -61.2% |
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