+100.1%
MO vs IONS
+53.9%
+46.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -1.0% | -4.3% | +3.3% | -0.9% |
| 30D | +5.8% | +0.4% | +5.4% | +5.8% |
| 3M | -4.5% | -24.1% | +19.6% | -4.1% |
| 6M | +5.7% | -26.4% | +32.2% | +6.3% |
| YTD | +23.1% | -29.7% | +52.8% | +23.8% |
| 1Y | +10.9% | -13.0% | +24.0% | +11.0% |
| 3Y | +96.1% | +35.0% | +61.1% | +93.7% |
| 5Y | +100.1% | +54.2% | +45.9% | +100.5% |
| All | +100.1% | +53.9% | +46.1% | +100.5% |
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