+16.6%
OXY vs IONS
-36.2%
+52.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.6% | +5.6% | +2.6% |
| 7D | +3.6% | -29.6% | +33.2% | +8.8% |
| 30D | -5.3% | -35.6% | +30.3% | +0.8% |
| 3M | +0.2% | -51.7% | +51.9% | +11.2% |
| 6M | +4.7% | -64.0% | +68.7% | +20.9% |
| YTD | +44.0% | -65.5% | +109.5% | +67.0% |
| 1Y | +42.1% | -62.4% | +104.5% | +62.1% |
| 3Y | +1.2% | -41.1% | +42.3% | +2.2% |
| 5Y | +95.7% | -16.5% | +112.1% | +76.2% |
| All | +16.6% | -36.2% | +52.8% | +15.4% |
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