-45.7%
TOST vs IONS
+60.0%
-105.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -3.4% | -4.8% | +1.4% | -1.9% |
| 30D | -2.4% | +7.2% | -9.6% | -4.8% |
| 3M | +34.6% | -22.7% | +57.3% | +43.0% |
| 6M | +15.2% | -26.9% | +42.1% | +24.3% |
| YTD | -4.4% | -26.6% | +22.2% | +2.5% |
| 1Y | -17.4% | -2.1% | -15.3% | -21.1% |
| 3Y | +54.5% | +43.4% | +11.0% | +10.7% |
| All | -45.7% | +60.0% | -105.7% | -66.6% |
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 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