+25.2%
MCD vs IONS
-16.3%
+41.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.1% | +9.3% | +0.7% |
| 7D | +7.3% | -30.3% | +37.5% | +9.0% |
| 30D | +20.0% | -37.7% | +57.7% | +22.6% |
| 3M | +3.8% | -50.5% | +54.3% | +7.3% |
| 6M | +3.8% | -62.8% | +66.5% | +8.7% |
| YTD | -5.9% | -64.4% | +58.5% | -1.2% |
| 1Y | -3.2% | -59.5% | +56.2% | +0.8% |
| 3Y | +13.3% | -39.2% | +52.5% | +14.0% |
| 5Y | +25.2% | -15.3% | +40.6% | +23.8% |
| All | +25.2% | -16.3% | +41.6% | +23.8% |
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