+191.5%
MAGS vs IONS
+57.0%
+134.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.5% | -4.8% | +5.4% | +0.9% |
| 30D | +1.5% | +7.2% | -5.7% | +0.8% |
| 3M | +0.5% | -22.7% | +23.1% | +2.0% |
| 6M | +11.6% | -26.9% | +38.5% | +13.9% |
| YTD | +5.3% | -26.6% | +31.8% | +7.3% |
| 1Y | +14.9% | -2.1% | +17.0% | +13.5% |
| 3Y | +128.9% | +43.4% | +85.5% | +106.0% |
| All | +191.5% | +57.0% | +134.5% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling