-43.8%
TOST vs IONS
+6.9%
-50.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.5% |
| 7D | +11.6% | -12.6% | +24.2% | +16.3% |
| 30D | +16.2% | -11.8% | +28.0% | +20.7% |
| 3M | +1.0% | -28.4% | +29.4% | +11.5% |
| 6M | +23.2% | -48.4% | +71.6% | +47.8% |
| YTD | -1.0% | -51.0% | +50.0% | +20.0% |
| 1Y | -9.9% | -48.0% | +38.2% | +6.5% |
| 3Y | +101.0% | -17.8% | +118.8% | +82.3% |
| 5Y | -40.4% | +15.2% | -55.6% | -60.6% |
| All | -43.8% | +6.9% | -50.6% | -60.9% |
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