+922.9%
MSFT vs IONS
-27.6%
+950.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.1% | +6.9% | -0.8% |
| 7D | +2.3% | -30.3% | +32.6% | +7.7% |
| 30D | -0.4% | -37.7% | +37.4% | +6.8% |
| 3M | +5.6% | -50.5% | +56.0% | +17.1% |
| 6M | +29.0% | -62.8% | +91.7% | +48.6% |
| YTD | +10.9% | -64.4% | +75.3% | +28.3% |
| 1Y | +6.2% | -59.5% | +65.7% | +19.9% |
| 3Y | +47.6% | -39.2% | +86.8% | +48.4% |
| 5Y | +67.9% | -15.3% | +83.3% | +52.4% |
| 10Y | +922.9% | -31.2% | +954.0% | +873.3% |
| All | +922.9% | -27.6% | +950.5% | +873.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling