+161.6%
OXY vs IONS
+52.5%
+109.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +0.6% | -8.7% | +9.3% | +1.4% |
| 30D | +4.5% | -1.6% | +6.1% | +4.6% |
| 3M | +8.9% | -24.9% | +33.8% | +11.3% |
| 6M | +12.5% | -25.7% | +38.1% | +14.9% |
| YTD | +50.5% | -29.2% | +79.7% | +54.5% |
| 1Y | +38.6% | -13.0% | +51.6% | +39.0% |
| 3Y | -1.2% | +35.9% | -37.2% | -9.5% |
| 5Y | +161.6% | +54.5% | +107.1% | +128.6% |
| All | +161.6% | +52.5% | +109.1% | +128.6% |
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