+92.2%
MDLZ vs IONS
-5.7%
+97.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -21.4% | +22.0% | +2.3% |
| 7D | +0.1% | -24.8% | +24.9% | +2.1% |
| 30D | +10.0% | -31.5% | +41.5% | +12.9% |
| 3M | +7.1% | -45.2% | +52.2% | +11.7% |
| 6M | +9.8% | -59.1% | +68.9% | +16.9% |
| YTD | +26.6% | -60.8% | +87.5% | +35.1% |
| 1Y | +20.3% | -57.9% | +78.2% | +27.6% |
| 3Y | +5.4% | -34.5% | +39.9% | +6.0% |
| 5Y | +22.2% | -8.8% | +31.0% | +17.2% |
| 10Y | +92.2% | -19.2% | +111.4% | +90.6% |
| All | +92.2% | -5.7% | +97.8% | +90.6% |
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