+2,781.3%
MSCI vs IONS
+141.9%
+2,639.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.6% | -2.1% |
| 7D | +6.0% | -12.6% | +18.6% | +8.5% |
| 30D | +18.2% | -11.8% | +30.0% | +20.6% |
| 3M | +15.1% | -28.4% | +43.5% | +21.4% |
| 6M | +13.7% | -48.4% | +62.2% | +25.8% |
| YTD | +15.6% | -51.0% | +66.6% | +28.5% |
| 1Y | +16.3% | -48.0% | +64.4% | +27.8% |
| 3Y | +36.9% | -17.8% | +54.7% | +33.3% |
| 5Y | +6.3% | +15.2% | -8.9% | -5.1% |
| 10Y | +823.0% | +43.0% | +780.0% | +637.3% |
| All | +2,781.3% | +141.9% | +2,639.4% | +1,308.5% |
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