+2,417.1%
MSCI vs IONS
+262.2%
+2,155.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.4% | -4.8% | +5.2% | +1.2% |
| 30D | +0.6% | +7.2% | -6.6% | -0.8% |
| 3M | -7.1% | -22.7% | +15.6% | -3.9% |
| 6M | +0.8% | -26.9% | +27.7% | +5.2% |
| YTD | +1.0% | -26.6% | +27.6% | +5.0% |
| 1Y | +4.3% | -2.1% | +6.4% | +2.7% |
| 3Y | +9.9% | +43.4% | -33.5% | -3.2% |
| 5Y | -6.8% | +47.0% | -53.7% | -20.1% |
| 10Y | +614.7% | +97.2% | +517.5% | +439.9% |
| All | +2,417.1% | +262.2% | +2,155.0% | +1,050.5% |
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