-62.4%
OUST vs IONS
+23.6%
-86.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +5.2% | -4.8% | +10.1% | +6.8% |
| 30D | -19.3% | +7.2% | -26.5% | -21.4% |
| 3M | -22.6% | -22.7% | 0.0% | -19.0% |
| 6M | +62.8% | -26.9% | +89.7% | +74.5% |
| YTD | +68.3% | -26.6% | +94.9% | +79.7% |
| 1Y | +28.5% | -2.1% | +30.7% | +23.2% |
| 3Y | +554.0% | +43.4% | +510.6% | +404.6% |
| 5Y | -56.2% | +47.0% | -103.2% | -67.6% |
| All | -62.4% | +23.6% | -86.0% | -69.8% |
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