+22.7%
MCD vs IONS
+17.1%
+5.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +7.1% | -9.4% | +16.5% | +7.7% |
| 30D | +19.8% | -10.7% | +30.5% | +20.4% |
| 3M | +0.8% | -27.7% | +28.5% | +2.5% |
| 6M | -1.3% | -48.7% | +47.4% | +2.0% |
| YTD | -7.8% | -50.2% | +42.4% | -4.6% |
| 1Y | -5.0% | -46.8% | +41.8% | -2.1% |
| 3Y | +10.5% | -14.8% | +25.4% | +9.6% |
| All | +22.7% | +17.1% | +5.6% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling