-50.0%
OUST vs IONS
-11.1%
-38.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -21.4% | +32.2% | +17.0% |
| 7D | +36.7% | -24.8% | +61.5% | +46.5% |
| 30D | -3.3% | -31.5% | +28.2% | +7.0% |
| 3M | -11.1% | -45.2% | +34.1% | +4.8% |
| 6M | +53.1% | -59.1% | +112.1% | +92.0% |
| YTD | +78.2% | -60.8% | +139.0% | +126.9% |
| 1Y | +50.0% | -57.9% | +107.9% | +85.9% |
| 3Y | +836.2% | -34.5% | +870.6% | +816.0% |
| 5Y | -50.0% | -8.8% | -41.2% | -60.0% |
| All | -50.0% | -11.1% | -38.8% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling