-5.0%
MCD vs IONS
-47.1%
+42.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +7.1% | -9.4% | +16.5% | +7.6% |
| 30D | +19.8% | -10.7% | +30.5% | +20.4% |
| 3M | +0.8% | -27.7% | +28.5% | +2.2% |
| 6M | -1.3% | -48.7% | +47.4% | +2.0% |
| YTD | -7.8% | -50.2% | +42.4% | -4.9% |
| 1Y | -5.0% | -46.8% | +41.8% | -3.1% |
| All | -5.0% | -47.1% | +42.2% | -3.1% |
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