-44.9%
IONS vs MDY
+17.5%
-62.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -10.6% | +1.7% | -12.3% | -11.4% |
| 30D | -7.7% | +1.2% | -8.9% | -8.3% |
| 3M | -27.1% | -3.5% | -23.6% | -26.0% |
| 6M | -46.8% | +3.5% | -50.3% | -48.2% |
| YTD | -49.2% | +13.6% | -62.8% | -53.9% |
| 1Y | -44.9% | +17.1% | -62.0% | -51.5% |
| All | -44.9% | +17.5% | -62.4% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling