-44.5%
TOST vs IONS
+8.6%
-53.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.9% |
| 7D | +9.4% | -9.4% | +18.9% | +12.7% |
| 30D | +13.5% | -10.7% | +24.2% | +17.3% |
| 3M | -0.1% | -27.7% | +27.5% | +9.9% |
| 6M | +22.5% | -48.7% | +71.2% | +47.3% |
| YTD | -2.4% | -50.2% | +47.8% | +17.7% |
| 1Y | -4.7% | -46.8% | +42.1% | +11.7% |
| 3Y | +103.2% | -14.8% | +118.1% | +81.2% |
| 5Y | -41.2% | +17.0% | -58.2% | -61.4% |
| All | -44.5% | +8.6% | -53.1% | -61.6% |
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 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