+3.8%
MSCI vs IONS
+17.1%
-13.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.5% |
| 7D | +2.8% | -9.4% | +12.2% | +4.1% |
| 30D | +15.4% | -10.7% | +26.2% | +17.0% |
| 3M | +13.4% | -27.7% | +41.1% | +17.8% |
| 6M | +10.9% | -48.7% | +59.6% | +19.9% |
| YTD | +13.0% | -50.2% | +63.1% | +22.3% |
| 1Y | +12.0% | -46.8% | +58.8% | +19.8% |
| 3Y | +34.1% | -14.8% | +48.9% | +27.7% |
| All | +3.8% | +17.1% | -13.3% | -11.0% |
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