+73.1%
MA vs IONS
+47.7%
+25.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | -4.8% | +2.1% | -2.2% |
| 30D | +1.5% | +7.2% | -5.7% | +0.7% |
| 3M | +20.4% | -22.7% | +43.1% | +23.0% |
| 6M | +11.1% | -26.9% | +38.0% | +14.1% |
| YTD | +2.0% | -26.6% | +28.5% | +4.6% |
| 1Y | -2.2% | -2.1% | 0.0% | -3.2% |
| 3Y | +41.9% | +43.4% | -1.5% | +27.9% |
| All | +73.1% | +47.7% | +25.3% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling