+1,762.5%
OXY vs IONS
+170.3%
+1,592.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.1% |
| 7D | +4.2% | -26.3% | +30.5% | +6.5% |
| 30D | -4.3% | -31.9% | +27.6% | -1.6% |
| 3M | +2.3% | -48.0% | +50.3% | +7.3% |
| 6M | +5.5% | -62.6% | +68.1% | +13.3% |
| YTD | +44.9% | -63.3% | +108.1% | +55.5% |
| 1Y | +42.6% | -58.4% | +101.0% | +51.5% |
| 3Y | +0.7% | -38.2% | +39.0% | +1.9% |
| 5Y | +96.9% | -11.1% | +108.0% | +90.9% |
| 10Y | +18.8% | -31.7% | +50.5% | +15.5% |
| All | +1,762.5% | +170.3% | +1,592.2% | +1,344.2% |
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