+149.8%
TOST vs IONS
-34.1%
+183.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -21.4% | +21.6% | +2.2% |
| 7D | +4.0% | -24.8% | +28.9% | +6.5% |
| 30D | +11.1% | -31.5% | +42.6% | +14.7% |
| 3M | +0.8% | -45.2% | +46.0% | +6.2% |
| 6M | +38.8% | -59.1% | +97.9% | +49.4% |
| YTD | -2.1% | -60.8% | +58.7% | +5.6% |
| 1Y | -6.0% | -57.9% | +51.8% | +0.4% |
| 3Y | +149.8% | -34.5% | +184.3% | +143.0% |
| All | +149.8% | -34.1% | +183.9% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling