-39.2%
IONS vs MDY
+58.3%
-97.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.3% | -8.7% | -8.9% |
| 7D | -30.3% | 0.0% | -30.3% | -30.5% |
| 30D | -37.7% | +1.0% | -38.7% | -38.3% |
| 3M | -50.5% | -4.1% | -46.4% | -49.3% |
| 6M | -62.8% | +0.6% | -63.4% | -63.2% |
| YTD | -64.4% | +12.9% | -77.3% | -67.6% |
| 1Y | -59.5% | +14.6% | -74.1% | -63.5% |
| 3Y | -39.2% | +57.1% | -96.3% | -60.7% |
| All | -39.2% | +58.3% | -97.5% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling