+55.0%
MSFT vs IONS
+46.3%
+8.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.7% | -4.8% | +2.2% | -2.5% |
| 30D | +2.7% | +7.2% | -4.5% | +2.3% |
| 3M | +17.0% | -22.7% | +39.6% | +18.0% |
| 6M | +23.8% | -26.9% | +50.7% | +25.3% |
| YTD | +4.0% | -26.6% | +30.6% | +5.0% |
| 1Y | -0.8% | -2.1% | +1.3% | -1.8% |
| All | +55.0% | +46.3% | +8.7% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling