-20.1%
MDT vs IONS
+51.6%
-71.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | +0.4% | -5.3% | +5.7% | +0.9% |
| 30D | +6.0% | +0.3% | +5.7% | +5.9% |
| 3M | +15.5% | -22.9% | +38.4% | +18.0% |
| 6M | +3.4% | -23.4% | +26.8% | +5.6% |
| YTD | -2.2% | -28.3% | +26.2% | +0.6% |
| 1Y | +2.6% | -7.0% | +9.6% | +2.5% |
| 3Y | +27.5% | +37.6% | -10.1% | +18.1% |
| 5Y | -20.1% | +53.4% | -73.5% | -27.4% |
| All | -20.1% | +51.6% | -71.6% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling