+188.2%
MAGS vs IONS
-21.4%
+209.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.8% |
| 7D | +1.7% | -26.3% | +28.0% | +3.7% |
| 30D | -5.8% | -31.9% | +26.2% | -3.2% |
| 3M | +0.2% | -48.0% | +48.2% | +5.1% |
| 6M | -2.7% | -62.6% | +59.9% | +4.5% |
| YTD | +4.1% | -63.3% | +67.4% | +11.7% |
| 1Y | +7.5% | -58.4% | +65.9% | +13.9% |
| 3Y | +122.0% | -38.2% | +160.3% | +112.9% |
| All | +188.2% | -21.4% | +209.7% | +175.2% |
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