+10,548.0%
MO vs IONS
+162.2%
+10,385.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.1% | +9.8% | +1.1% |
| 7D | -0.8% | -30.3% | +29.5% | +0.7% |
| 30D | +6.5% | -37.7% | +44.2% | +8.6% |
| 3M | +18.3% | -50.5% | +68.8% | +21.9% |
| 6M | +15.6% | -62.8% | +78.3% | +20.3% |
| YTD | +38.8% | -64.4% | +103.2% | +44.7% |
| 1Y | +41.6% | -59.5% | +101.1% | +46.7% |
| 3Y | +138.2% | -39.2% | +177.4% | +140.0% |
| 5Y | +150.5% | -15.3% | +165.8% | +146.3% |
| 10Y | +146.1% | -31.2% | +177.2% | +140.0% |
| All | +10,548.0% | +162.2% | +10,385.7% | +8,357.5% |
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 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