+46.2%
MSFT vs IONS
-36.9%
+83.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.1% |
| 7D | -1.3% | -26.3% | +25.0% | -0.1% |
| 30D | -1.8% | -31.9% | +30.1% | -0.2% |
| 3M | +5.6% | -48.0% | +53.6% | +8.7% |
| 6M | +29.8% | -62.6% | +92.4% | +35.7% |
| YTD | +9.0% | -63.3% | +72.3% | +13.9% |
| 1Y | +4.9% | -58.4% | +63.3% | +8.5% |
| 3Y | +46.2% | -38.2% | +84.4% | +39.5% |
| All | +46.2% | -36.9% | +83.1% | +39.5% |
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 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