-55.1%
OUST vs IONS
+13.2%
-68.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.4% | -5.6% | -7.9% |
| 7D | -5.0% | -12.6% | +7.6% | -0.7% |
| 30D | -32.0% | -11.8% | -20.2% | -29.1% |
| 3M | -32.4% | -28.4% | -4.0% | -25.2% |
| 6M | +6.7% | -48.4% | +55.2% | +27.1% |
| YTD | +41.0% | -51.0% | +92.0% | +70.8% |
| 1Y | +18.0% | -48.0% | +66.0% | +39.8% |
| 3Y | +560.6% | -17.8% | +578.4% | +514.4% |
| 5Y | -55.1% | +15.2% | -70.3% | -67.0% |
| All | -55.1% | +13.2% | -68.3% | -67.0% |
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