+553.7%
MS vs IONS
-27.6%
+581.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.1% | +9.3% | +1.9% |
| 7D | +0.8% | -30.3% | +31.0% | +6.9% |
| 30D | -0.7% | -37.7% | +37.0% | +7.5% |
| 3M | -12.4% | -50.5% | +38.1% | -1.3% |
| 6M | -1.7% | -62.8% | +61.0% | +15.5% |
| YTD | +8.0% | -64.4% | +72.4% | +27.8% |
| 1Y | +16.2% | -59.5% | +75.7% | +33.8% |
| 3Y | +171.3% | -39.2% | +210.5% | +176.2% |
| 5Y | +124.8% | -15.3% | +140.1% | +105.6% |
| 10Y | +553.7% | -31.2% | +584.8% | +510.6% |
| All | +553.7% | -27.6% | +581.3% | +510.6% |
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