+35.8%
MSCI vs IONS
-36.9%
+72.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +1.1% |
| 7D | +3.0% | -26.3% | +29.3% | +4.2% |
| 30D | +17.8% | -31.9% | +49.7% | +19.6% |
| 3M | +15.2% | -48.0% | +63.2% | +18.4% |
| 6M | +16.5% | -62.6% | +79.0% | +21.8% |
| YTD | +16.4% | -63.3% | +79.6% | +21.6% |
| 1Y | +16.8% | -58.4% | +75.2% | +20.8% |
| 3Y | +35.8% | -38.2% | +74.0% | +30.1% |
| All | +35.8% | -36.9% | +72.6% | +30.1% |
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