-58.4%
IONS vs MDY
+14.2%
-72.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.4% |
| 7D | -26.3% | +2.3% | -28.5% | -26.8% |
| 30D | -31.9% | +2.0% | -33.9% | -32.3% |
| 3M | -48.0% | -5.6% | -42.3% | -46.4% |
| 6M | -62.6% | +1.3% | -63.8% | -62.9% |
| YTD | -63.3% | +12.3% | -75.6% | -66.2% |
| 1Y | -58.4% | +15.8% | -74.2% | -62.2% |
| All | -58.4% | +14.2% | -72.6% | -62.2% |
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