+106.1%
TOST vs IONS
-17.7%
+123.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | +11.6% | -12.6% | +24.2% | +13.1% |
| 30D | +16.2% | -11.8% | +28.0% | +17.6% |
| 3M | +1.0% | -28.4% | +29.4% | +4.3% |
| 6M | +23.2% | -48.4% | +71.6% | +30.4% |
| YTD | -1.0% | -51.0% | +50.0% | +5.1% |
| 1Y | -9.9% | -48.0% | +38.2% | -5.1% |
| All | +106.1% | -17.7% | +123.8% | +89.6% |
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 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