+16.2%
MS vs IONS
-59.8%
+76.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.1% | +9.3% | +0.6% |
| 7D | +0.8% | -30.3% | +31.0% | +2.1% |
| 30D | -0.7% | -37.7% | +37.0% | +1.4% |
| 3M | -12.4% | -50.5% | +38.1% | -9.3% |
| 6M | -1.7% | -62.8% | +61.0% | +1.3% |
| YTD | +8.0% | -64.4% | +72.4% | +11.9% |
| 1Y | +16.2% | -59.5% | +75.7% | +17.6% |
| All | +16.2% | -59.8% | +76.0% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling