+56.0%
OVV vs IONS
-32.1%
+88.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.5% |
| 7D | +8.0% | -26.3% | +34.3% | +14.0% |
| 30D | -2.0% | -31.9% | +29.9% | +5.1% |
| 3M | +5.4% | -48.0% | +53.4% | +19.1% |
| 6M | +14.3% | -62.6% | +76.8% | +36.9% |
| YTD | +69.4% | -63.3% | +132.7% | +103.0% |
| 1Y | +72.4% | -58.4% | +130.8% | +100.7% |
| 3Y | +58.4% | -38.2% | +96.6% | +60.3% |
| 5Y | +106.1% | -11.1% | +117.2% | +82.0% |
| All | +56.0% | -32.1% | +88.1% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling