+54.5%
IONS vs MDY
+45.8%
+8.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.5% |
| 7D | -8.7% | -0.8% | -7.9% | -8.2% |
| 30D | -1.6% | -3.9% | +2.2% | +1.1% |
| 3M | -24.9% | 0.0% | -24.8% | -25.2% |
| 6M | -25.7% | +8.5% | -34.2% | -30.5% |
| YTD | -29.2% | +13.2% | -42.4% | -35.8% |
| 1Y | -13.0% | +15.0% | -28.0% | -22.2% |
| 3Y | +35.9% | +49.6% | -13.6% | -1.6% |
| 5Y | +54.5% | +46.0% | +8.5% | +14.9% |
| All | +54.5% | +45.8% | +8.7% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling