+59,619.9%
MSFT vs IONS
+440.4%
+59,179.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.7% | -4.8% | +2.2% | -2.3% |
| 30D | +2.7% | +7.2% | -4.5% | +1.9% |
| 3M | +17.0% | -22.7% | +39.6% | +19.2% |
| 6M | +23.8% | -26.9% | +50.7% | +26.8% |
| YTD | +4.0% | -26.6% | +30.6% | +6.3% |
| 1Y | -0.8% | -2.1% | +1.3% | -1.6% |
| 3Y | +55.6% | +43.4% | +12.2% | +45.7% |
| 5Y | +72.9% | +47.0% | +25.9% | +59.7% |
| 10Y | +875.8% | +97.2% | +778.6% | +751.8% |
| All | +59,619.9% | +440.4% | +59,179.5% | +36,586.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling