+1,794.7%
OXY vs IONS
+440.4%
+1,354.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.6% | -4.8% | +6.4% | +2.0% |
| 30D | +11.6% | +7.2% | +4.4% | +10.9% |
| 3M | +2.8% | -22.7% | +25.5% | +4.5% |
| 6M | +13.0% | -26.9% | +39.9% | +15.3% |
| YTD | +47.4% | -26.6% | +74.0% | +50.2% |
| 1Y | +31.5% | -2.1% | +33.6% | +30.7% |
| 3Y | -1.9% | +43.4% | -45.4% | -7.2% |
| 5Y | +148.0% | +47.0% | +101.0% | +131.5% |
| 10Y | +2.3% | +97.2% | -94.9% | -8.4% |
| All | +1,794.7% | +440.4% | +1,354.3% | +1,295.1% |
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