+15.0%
MO vs IONS
-64.1%
+79.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +0.8% |
| 7D | +0.4% | -29.6% | +30.1% | +1.5% |
| 30D | +8.9% | -35.6% | +44.4% | +10.4% |
| 3M | +23.0% | -51.7% | +74.7% | +26.4% |
| 6M | +15.0% | -64.0% | +78.9% | +21.9% |
| All | +15.0% | -64.1% | +79.0% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling