+11.2%
MCD vs IONS
-17.7%
+28.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | +8.0% | -12.6% | +20.6% | +8.8% |
| 30D | +19.6% | -11.8% | +31.4% | +20.3% |
| 3M | +2.2% | -28.4% | +30.6% | +3.9% |
| 6M | -1.1% | -48.4% | +47.3% | +2.1% |
| YTD | -7.2% | -51.0% | +43.7% | -4.1% |
| 1Y | -6.7% | -48.0% | +41.3% | -3.8% |
| All | +11.2% | -17.7% | +28.9% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling