+161.8%
MS vs IONS
-17.7%
+179.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.6% | -5.5% |
| 7D | -3.4% | -12.6% | +9.2% | -1.9% |
| 30D | -3.9% | -11.8% | +7.9% | -2.6% |
| 3M | -15.9% | -28.4% | +12.5% | -12.8% |
| 6M | -2.5% | -48.4% | +46.0% | +4.0% |
| YTD | +5.1% | -51.0% | +56.0% | +12.6% |
| 1Y | +13.0% | -48.0% | +61.0% | +20.0% |
| All | +161.8% | -17.7% | +179.5% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling