+454.2%
MDLZ vs IONS
+384.5%
+69.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.7% | -4.8% | +3.1% | -1.4% |
| 30D | -2.1% | +7.2% | -9.3% | -2.7% |
| 3M | +1.3% | -22.7% | +24.0% | +2.9% |
| 6M | +6.2% | -26.9% | +33.1% | +8.2% |
| YTD | +15.8% | -26.6% | +42.4% | +17.9% |
| 1Y | +4.1% | -2.1% | +6.2% | +3.7% |
| 3Y | -4.1% | +43.4% | -47.5% | -8.7% |
| 5Y | +13.4% | +47.0% | -33.6% | +6.3% |
| 10Y | +75.7% | +97.2% | -21.4% | +55.9% |
| All | +454.2% | +384.5% | +69.8% | +286.0% |
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