+729.9%
IONS vs MDY
+2,662.7%
-1,932.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -4.8% | +0.1% | -5.0% | -5.0% |
| 30D | +7.2% | -1.5% | +8.7% | +8.8% |
| 3M | -22.7% | +0.8% | -23.4% | -23.8% |
| 6M | -26.9% | +7.4% | -34.3% | -32.7% |
| YTD | -26.6% | +15.2% | -41.8% | -37.2% |
| 1Y | -2.1% | +16.5% | -18.7% | -17.6% |
| 3Y | +43.4% | +46.8% | -3.4% | -7.1% |
| 5Y | +47.0% | +46.0% | +1.0% | -6.5% |
| 10Y | +97.2% | +172.1% | -74.9% | -39.9% |
| All | +729.9% | +2,662.7% | -1,932.8% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling