+7,389.9%
MCO vs IONS
+1,234.4%
+6,155.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.2% |
| 7D | -2.7% | -5.3% | +2.6% | -2.2% |
| 30D | +0.9% | +0.3% | +0.7% | +0.8% |
| 3M | +8.7% | -22.9% | +31.6% | +11.1% |
| 6M | +2.4% | -23.4% | +25.8% | +4.7% |
| YTD | -5.2% | -28.3% | +23.1% | -2.5% |
| 1Y | -4.4% | -7.0% | +2.7% | -4.6% |
| 3Y | +45.1% | +37.6% | +7.5% | +35.7% |
| 5Y | +31.5% | +53.4% | -21.9% | +19.8% |
| 10Y | +380.7% | +83.9% | +296.8% | +315.2% |
| All | +7,389.9% | +1,234.4% | +6,155.6% | +4,672.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling