+593.1%
MA vs IONS
-32.1%
+625.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.3% |
| 7D | +1.3% | -26.3% | +27.6% | +5.7% |
| 30D | +9.6% | -31.9% | +41.6% | +15.8% |
| 3M | +16.8% | -48.0% | +64.8% | +28.7% |
| 6M | +35.2% | -62.6% | +97.7% | +55.8% |
| YTD | +16.6% | -63.3% | +79.8% | +34.5% |
| 1Y | +19.8% | -58.4% | +78.2% | +35.1% |
| 3Y | +70.7% | -38.2% | +108.9% | +72.1% |
| 5Y | +87.4% | -11.1% | +98.5% | +68.5% |
| All | +593.1% | -32.1% | +625.2% | +553.4% |
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