+177.3%
MCD vs IONS
+96.6%
+80.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | -4.8% | +2.0% | -2.4% |
| 30D | -6.0% | +7.2% | -13.2% | -6.7% |
| 3M | -5.6% | -22.7% | +17.1% | -3.7% |
| 6M | -21.9% | -26.9% | +5.0% | -20.0% |
| YTD | -14.7% | -26.6% | +11.9% | -12.7% |
| 1Y | -17.3% | -2.1% | -15.1% | -17.8% |
| 3Y | -2.2% | +43.4% | -45.6% | -8.5% |
| 5Y | +20.3% | +47.0% | -26.7% | +9.9% |
| All | +177.3% | +96.6% | +80.7% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling