+110.3%
MO vs IONS
+92.6%
+17.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.0% | -4.3% | +3.3% | -0.8% |
| 30D | +5.8% | +0.4% | +5.4% | +5.7% |
| 3M | -4.5% | -24.1% | +19.6% | -3.3% |
| 6M | +5.7% | -26.4% | +32.2% | +7.2% |
| YTD | +23.1% | -29.7% | +52.8% | +25.0% |
| 1Y | +10.9% | -13.0% | +24.0% | +11.1% |
| 3Y | +96.1% | +35.0% | +61.1% | +89.0% |
| 5Y | +100.1% | +54.2% | +45.9% | +88.6% |
| All | +110.3% | +92.6% | +17.7% | +106.1% |
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