+893.1%
MSFT vs IONS
+19.9%
+873.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +1.7% | -9.4% | +11.1% | +3.3% |
| 30D | +0.2% | -10.7% | +10.9% | +2.0% |
| 3M | +6.4% | -27.7% | +34.0% | +11.7% |
| 6M | +28.7% | -48.7% | +77.4% | +41.7% |
| YTD | +10.4% | -50.2% | +60.6% | +21.7% |
| 1Y | +7.6% | -46.8% | +54.4% | +17.1% |
| 3Y | +52.3% | -14.8% | +67.2% | +46.1% |
| 5Y | +64.5% | +17.0% | +47.5% | +43.0% |
| All | +893.1% | +19.9% | +873.2% | +812.3% |
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