+5,285.6%
MS vs IONS
+508.6%
+4,777.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.6% | -5.3% |
| 7D | -3.4% | -12.6% | +9.2% | -0.9% |
| 30D | -3.9% | -11.8% | +7.9% | -1.7% |
| 3M | -15.9% | -28.4% | +12.5% | -10.8% |
| 6M | -2.5% | -48.4% | +46.0% | +8.7% |
| YTD | +5.1% | -51.0% | +56.0% | +18.0% |
| 1Y | +13.0% | -48.0% | +61.0% | +25.3% |
| 3Y | +160.7% | -17.8% | +178.4% | +156.3% |
| 5Y | +114.0% | +15.2% | +98.9% | +91.9% |
| 10Y | +637.5% | +43.0% | +594.4% | +489.8% |
| All | +5,285.6% | +508.6% | +4,777.0% | +2,225.2% |
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 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