+920.8%
MDB vs IONS
-51.3%
+972.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -21.4% | +26.0% | +11.3% |
| 7D | -0.9% | -24.8% | +23.9% | +7.0% |
| 30D | -15.2% | -31.5% | +16.4% | -5.5% |
| 3M | -17.9% | -45.2% | +27.3% | -2.9% |
| 6M | +9.3% | -59.1% | +68.4% | +39.2% |
| YTD | -22.0% | -60.8% | +38.8% | +0.4% |
| 1Y | -9.3% | -57.9% | +48.5% | +13.2% |
| 3Y | -10.4% | -34.5% | +24.1% | -11.8% |
| 5Y | -43.2% | -8.8% | -34.4% | -52.9% |
| All | +920.8% | -51.3% | +972.1% | +830.5% |
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