+40.6%
MDT vs IONS
+84.6%
-44.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.3% | -8.7% | +8.3% | +0.9% |
| 30D | +2.8% | -1.6% | +4.4% | +2.9% |
| 3M | +13.1% | -24.9% | +38.0% | +16.7% |
| 6M | +2.3% | -25.7% | +28.0% | +5.7% |
| YTD | -2.7% | -29.2% | +26.5% | +1.1% |
| 1Y | +0.9% | -13.0% | +13.9% | +1.7% |
| 3Y | +26.8% | +35.9% | -9.1% | +15.9% |
| 5Y | -19.5% | +54.5% | -73.9% | -29.8% |
| 10Y | +40.6% | +93.1% | -52.5% | +22.0% |
| All | +40.6% | +84.6% | -44.0% | +22.0% |
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 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