+556.2%
MS vs IONS
-29.6%
+585.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -1.7% | -29.4% | +27.7% | +4.0% |
| 30D | +0.9% | -35.1% | +36.0% | +8.4% |
| 3M | -10.8% | -48.9% | +38.0% | -0.1% |
| 6M | +0.9% | -62.4% | +63.3% | +18.4% |
| YTD | +9.8% | -64.2% | +74.0% | +29.7% |
| 1Y | +17.1% | -60.9% | +78.0% | +35.8% |
| 3Y | +175.7% | -38.9% | +214.6% | +180.4% |
| 5Y | +125.9% | -15.6% | +141.4% | +106.8% |
| 10Y | +556.2% | -33.5% | +589.6% | +514.2% |
| All | +556.2% | -29.6% | +585.8% | +514.2% |
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