+125.3%
MAGS vs IONS
-16.4%
+141.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -1.4% | -9.4% | +8.0% | -0.5% |
| 30D | -8.4% | -10.7% | +2.4% | -7.4% |
| 3M | -1.5% | -27.7% | +26.1% | +1.1% |
| 6M | -1.4% | -48.7% | +47.3% | +3.9% |
| YTD | +2.4% | -50.2% | +52.6% | +8.0% |
| 1Y | +3.5% | -46.8% | +50.3% | +8.3% |
| 3Y | +125.3% | -14.8% | +140.1% | +108.9% |
| All | +125.3% | -16.4% | +141.7% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling