+668.1%
OUST vs IONS
-16.4%
+684.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.6% | +12.4% | +13.6% |
| 7D | +17.0% | -9.4% | +26.4% | +19.8% |
| 30D | -16.5% | -10.7% | -5.8% | -14.1% |
| 3M | -23.7% | -27.7% | +4.0% | -18.2% |
| 6M | +18.4% | -48.7% | +67.1% | +33.3% |
| YTD | +60.8% | -50.2% | +111.0% | +82.3% |
| 1Y | +44.2% | -46.8% | +91.0% | +60.7% |
| 3Y | +668.1% | -14.8% | +682.9% | +590.8% |
| All | +668.1% | -16.4% | +684.5% | +590.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling