-65.4%
OUST vs IONS
-14.6%
-50.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -0.7% | +16.4% | +15.9% |
| 7D | -0.2% | -10.6% | +10.4% | +3.5% |
| 30D | -24.0% | -7.7% | -16.3% | -21.9% |
| 3M | -29.9% | -27.1% | -2.8% | -23.0% |
| 6M | +19.1% | -46.8% | +65.9% | +40.5% |
| YTD | +55.0% | -49.2% | +104.2% | +85.6% |
| 1Y | +21.2% | -44.9% | +66.1% | +40.7% |
| 3Y | +626.0% | -14.9% | +640.9% | +575.0% |
| 5Y | -51.6% | +15.9% | -67.5% | -61.3% |
| All | -65.4% | -14.6% | -50.8% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling