+145.1%
MS vs IONS
+47.7%
+97.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +1.4% | -4.8% | +6.2% | +2.1% |
| 30D | -0.3% | +7.2% | -7.4% | -1.3% |
| 3M | +0.3% | -22.7% | +23.0% | +3.0% |
| 6M | +31.3% | -26.9% | +58.2% | +36.0% |
| YTD | +24.7% | -26.6% | +51.2% | +28.8% |
| 1Y | +47.9% | -2.1% | +50.0% | +45.6% |
| 3Y | +178.3% | +43.4% | +134.9% | +146.2% |
| All | +145.1% | +47.7% | +97.3% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling