+211.3%
MCD vs IONS
-5.7%
+216.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -21.4% | +23.1% | +3.8% |
| 7D | +5.9% | -24.8% | +30.8% | +8.5% |
| 30D | +19.6% | -31.5% | +51.2% | +23.5% |
| 3M | +3.3% | -45.2% | +48.5% | +8.8% |
| 6M | +3.5% | -59.1% | +62.5% | +11.6% |
| YTD | -6.1% | -60.8% | +54.7% | +1.6% |
| 1Y | -3.7% | -57.9% | +54.2% | +3.4% |
| 3Y | +13.4% | -34.5% | +47.8% | +14.1% |
| 5Y | +25.2% | -8.8% | +34.0% | +18.3% |
| 10Y | +211.3% | -19.2% | +230.5% | +191.7% |
| All | +211.3% | -5.7% | +216.9% | +191.7% |
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