+868.6%
MSFT vs IONS
+88.4%
+780.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | -1.4% | -5.3% | +3.9% | -0.6% |
| 30D | -1.0% | +0.3% | -1.3% | -1.2% |
| 3M | +20.2% | -22.9% | +43.1% | +24.0% |
| 6M | +21.3% | -23.4% | +44.7% | +25.1% |
| YTD | +2.8% | -28.3% | +31.1% | +6.9% |
| 1Y | 0.0% | -7.0% | +7.0% | -1.0% |
| 3Y | +51.2% | +37.6% | +13.6% | +33.7% |
| 5Y | +71.4% | +53.4% | +18.0% | +44.4% |
| 10Y | +868.6% | +83.9% | +784.7% | +709.9% |
| All | +868.6% | +88.4% | +780.2% | +709.9% |
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