+13.4%
MCD vs IONS
-34.1%
+47.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -21.4% | +23.1% | +2.7% |
| 7D | +5.9% | -24.8% | +30.8% | +7.1% |
| 30D | +19.6% | -31.5% | +51.2% | +21.5% |
| 3M | +3.3% | -45.2% | +48.5% | +6.0% |
| 6M | +3.5% | -59.1% | +62.5% | +7.7% |
| YTD | -6.1% | -60.8% | +54.7% | -2.1% |
| 1Y | -3.7% | -57.9% | +54.2% | 0.0% |
| 3Y | +13.4% | -34.5% | +47.8% | +13.0% |
| All | +13.4% | -34.1% | +47.5% | +13.0% |
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