+6,288.2%
MS vs IONS
+811.2%
+5,477.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +1.4% | -4.8% | +6.2% | +2.3% |
| 30D | -0.3% | +7.2% | -7.4% | -1.7% |
| 3M | +0.3% | -22.7% | +23.0% | +4.0% |
| 6M | +31.3% | -26.9% | +58.2% | +37.5% |
| YTD | +24.7% | -26.6% | +51.2% | +30.1% |
| 1Y | +47.9% | -2.1% | +50.0% | +45.9% |
| 3Y | +178.3% | +43.4% | +134.9% | +146.5% |
| 5Y | +144.9% | +47.0% | +97.9% | +109.7% |
| 10Y | +804.5% | +97.2% | +707.4% | +580.5% |
| All | +6,288.2% | +811.2% | +5,477.0% | +2,464.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling