+372.6%
MCO vs IONS
+92.6%
+280.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -7.3% | -4.3% | -3.1% | -6.7% |
| 30D | -1.7% | +0.4% | -2.1% | -1.9% |
| 3M | +3.9% | -24.1% | +28.0% | +7.6% |
| 6M | +3.8% | -26.4% | +30.3% | +7.9% |
| YTD | -7.9% | -29.7% | +21.8% | -3.8% |
| 1Y | -6.8% | -13.0% | +6.2% | -6.5% |
| 3Y | +40.9% | +35.0% | +5.9% | +25.5% |
| 5Y | +27.5% | +54.2% | -26.7% | +7.6% |
| All | +372.6% | +92.6% | +280.0% | +298.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling