-3.9%
MCD vs IONS
-44.5%
+40.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.6% |
| 7D | +11.9% | -10.6% | +22.4% | +12.5% |
| 30D | +20.2% | -7.7% | +27.9% | +20.7% |
| 3M | +5.2% | -27.1% | +32.3% | +6.7% |
| 6M | 0.0% | -46.8% | +46.8% | +3.2% |
| YTD | -6.5% | -49.2% | +42.7% | -3.5% |
| 1Y | -3.9% | -44.9% | +41.0% | -2.8% |
| All | -3.9% | -44.5% | +40.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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