+190.0%
MAGS vs IONS
+53.3%
+136.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.3% |
| 7D | +1.2% | -5.3% | +6.5% | +1.7% |
| 30D | -0.1% | +0.3% | -0.4% | -0.2% |
| 3M | +3.8% | -22.9% | +26.7% | +5.4% |
| 6M | +13.2% | -23.4% | +36.7% | +15.0% |
| YTD | +4.7% | -28.3% | +33.0% | +7.0% |
| 1Y | +14.4% | -7.0% | +21.4% | +13.5% |
| 3Y | +128.6% | +37.6% | +90.9% | +106.6% |
| All | +190.0% | +53.3% | +136.7% | +163.4% |
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 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