-44.8%
TOST vs IONS
-22.4%
-22.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.3% | +2.0% |
| 7D | +3.0% | -30.3% | +33.2% | +13.4% |
| 30D | +10.3% | -37.7% | +48.0% | +25.6% |
| 3M | -3.3% | -50.5% | +47.2% | +18.0% |
| 6M | +37.8% | -62.8% | +100.6% | +80.2% |
| YTD | -2.8% | -64.4% | +61.6% | +28.1% |
| 1Y | -9.6% | -59.5% | +49.9% | +13.3% |
| 3Y | +144.6% | -39.2% | +183.8% | +138.5% |
| 5Y | -31.0% | -15.3% | -15.6% | -50.8% |
| All | -44.8% | -22.4% | -22.4% | -58.3% |
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